One in dancing went to twist together (5)
I believe the answer is:
twine
'twist together' is the definition.
(synonyms)
'one in dancing went' is the wordplay.
'one' becomes 'I' (Roman numeral).
'in' is an insertion indicator.
'dancing' is an anagram indicator.
'went' with letters rearranged gives 'twne'.
'i' placed inside 'twne' is 'TWINE'.
'to' is the link.
(Other definitions for twine that I've seen before include "Strong thread or string" , "Knot" , "weaving" , "Stout string" , "twist" .)