Lead (one) (on) a merry dance British old-fashioned phrase
To spell a lot of trouble or problems for someone, particularly by making them do things that are senseless or inessential; to waste one's time.
You should have just said you hadn't loved me, rather than leading me on a merry dance for a whole week!
I have harbored a grudge against him ever since he led me a merry dance trying to find a coin that didn't even exist.
The verb "lead" must be conjugated according to its tense.
The origin of this phrase is not clear.