However, have not found a confirmation of that in factual language, which I would need to have to be able to bet. Person takng other end of bet would not be checking here. Can anyone help?
Here's an except from the Wikipedia article about the Havana Tropicana Club:
The showgirls at the Tropicana, known collectively as "Las Diosas de Carne" (or "Flesh Goddesses"), were renowned the world over for their voluptuousness, and the cabaret showcased a kind of sequin-and-feather musical theater that would be copied in Paris, New York, and Las Vegas.
The article doesn't say anything sepcific about the headdresses, but I think it's a safe bet to connect the dots.
It'd be something if this is a fact, but forgotten today.