Difficulty entertaining millions with a dance (5)
I believe the answer is:
rumba
'dance' is the definition.
(rumba is a kind of dance)
'difficulty entertaining millions with a' is the wordplay.
'difficulty' becomes 'rub' (rub is a kind of difficulty**).
'entertaining' means one lot of letters goes inside another.
'millions' becomes 'm' (abbreviation).
'with' means one lot of letters go next to another.
'rub' going around 'm' is 'rumb'.
'rumb'+'a'='RUMBA'
(Other definitions for rumba that I've seen before include "number of steps" , "Style of dance" , "Strictly round" , "Umbra (anag)" , "one's on the floor for it" .)