Autumn in Paris, and the Trocks – as Les Ballets Trockadero de Monte Carlo are affectionally known worldwide – are going to be kicking up their pointe-shoes at the legendary Folies Bergere.

Paris is an old and adoring friend to this all-male troupe of diva-tastic ballerinas, but playing the Folies is a new experience for them. They're stepping into a history that is still generally associated with grandiose spectacles featuring beautiful young women disporting themselves in a state of near nudity. As the guys head off to their dressing rooms for a quick pre-show shave – chest hair excepted – the then-and-now contrast must surely make the back-stage ghosts smile.

And what ghosts - Can the tiny dressing-rooms really have housed so many star attractions? Did Maurice Chevalier, Charlie Chaplin, Piaf and Mistinguett – and Frank Sinatra, among others – really make their way on-stage down such narrow corridors and twisty little stairways? Come to that, how did Josephine Baker squeeze that famously priapic banana skirt along the passageways without a prang? There will have to be some canny sideways manoeuvres by Trocks in tutus, if the swans in Swan Lake are to reach the wings with their composure (and costumes) unruffled.

It seems, however, that a Trock is committed to taking anything and everything in his stride. And that mindset kicks in as soon as he opts to put on the pointe-shoes that are a part of the transformation from male dancer to ballerina. Italian-born Roberto Forleo reckons it took him about three months to "find his feet" in the pointe-shoes he wears as Marina Plezgetovstageskaya (like many Trock monikers, you have to say it out loud). It was almost 12 months before he felt he was properly acquainted with his ballerina alter ego.

"In the beginning, it feels a little as if you are putting together just a mask," he says. "You look in the mirror, and the person staring back at you is you, but not you. So you then have to search inside yourself for a more feminine side, a side that has maybe been hidden away even from yourself because there has been no place, no need for it, in your everyday life. And actually, it would probably have got in the way, in other companies."

For Forleo, prior to joining the Trocks in 2008, those other companies included Grupo Corpo (Brazil), Bejart Ballet (Lausanne) and the London-based Rambert Dance – all of them contemporary dance companies with their own, distinctive repertories and preferred movement vocabularies.

"I had really great experiences with all of them," he says, "but especially with Rambert. That, I think, was one of the best experiences any dancer could wish for, because you get to perform work by so many choreographers from all across the world. You learn so much about style, about being adaptable, being open to going in new directions."

His words are, almost inevitably, a cue to ask why he chose to go in the direction of the Trocks. He laughs and explains that, given he had trained in classical ballet, the question could just as easily be "why contemporary?" And the answer to that is: "You go where the work is. I joined Grupo Corpo after I finished training, and it was a very exciting first taste of a professional career. But classical ballet has always been inside me, here." And though he smiles, his expression is quite serious as he lays his hand on his heart. "More and more, it just wanted to explode." he continues. "And then I saw the Trocks in London. And I just knew – I want to try this. I found it hilarious, of course. There is always comedy, and I liked that very much, but also, I noticed that it was really well danced. The company just showed such precision, such style – and they had a real respect for the classic Russian style. I was so impressed, and maybe a little envious, too! I knew, totally, that I wanted to be a part of this. And here I am, almost five years later, and still very happy because as well as getting to dance some of the most beautiful roles in the whole ballet repertoire, there is also the challenge of acting on-stage. And to be a Trock, you have to combine both parts. Especially when it is your ballerina who is cast as the Swan Queen Odette, or as the Dying Swan."

Meanwhile, behind various closed doors in the backstage warren of the Folies Bergere, highly individual rituals of transformation are already under way. Yekaterina Verbosovich (Chase Johnsey) is channeling her inner Natalie Portman in preparation for the Black Swan pas-de-deux. The end result will be swoon-inducingly glam, with a hint of malice in the upsweep of the eye-liner. Olga Supphozova (Robert Carter) will be applying knock-'em-dead-in-the-aisles red lippy and selecting the night's earrings from an array of sparklers. On Olga, a bit of bling is de rigueur, though its her fouettes that really razzle-dazzle. Lariska Dumbchenko (Raffaele Morra) is on the lists for tonight's Dying Swan, so she's checking out that her tutu is ready to moult in what is one of the Trock's best-loved signature pieces of the repertoire.

As for Roberto Forleo, he's already morphing into ballerina mode, starting with the wig and the eyelashes. "That's when the magic begins. You look in the mirror and you catch sight of the someone else you can be on-stage. You put on the pointe-shoes, finish your make-up, get into your costume – and she's there. Those little ways she has of holding her head just so, or looking out from under her eye-lashes – behaviour you would never do as Roberto – are suddenly in place. Your ballerina has arrived!"

Ummm – what about the chest hair that plumes out from her bodice? Forleo laughs, and explains that it's a time-honoured Trock thing. No matter how elegantly a ballerina dances, she's still a he, and there's no attempt on the part of wardrobe or the guys themselves to pretend otherwise. "In a way, it's as much a part of the comedy as the falling over," says Forleo. "But when it comes to the serious sections, and we're dancing the steps for real, I think people stop noticing. They're just enjoying the dance. And I'm proud that we do that. We have pieces in our repertoire that no other company, outside of Russia, does any more. It's history, it's a legacy – and it's part of why joining the Trocks was important to me."

In Paris, and indeed in the Trocks forthcoming programme at Edinburgh's Festival Theatre, the resurrected relic is Walpurgis Night: a wonderful flummery of nymphs and fauns, an ardent Bacchante and the god of the grape himself – all cavorting to music by Gounod in recreated choreography that affectionately references the original ballet by Leonid Lavrovsky. Artistic director Tory Dobrin cherishes the fact this piece of fruity camp is the real thing.

"People who aren't familiar with the traditional Russian repertoire can't believe something as archly camp as this is genuine – we really haven't tweaked much. We spent hours watching the old tapes, brought in a teacher who knew the work, and we do it straight. Well as much as anyone, Bolshoi included, would do. It's a romp, but a fiendishly challenging romp that asks a lot of our dancers, especially at the end of an evening, and they all understand why it's there. In some ways, we're not really refined. We do spoofs, and we send up some of the cliches and conventions still associated with the artform, but we love that artform, and we respect the Russian heritage that has sustained it. So we pull out all the stops to stage this wonderfully odd piece of ballet history that's been neglected in the west for decades. Even sophisticated ballet audiences don't get to see more than a handful of 19th-century Russian ballets nowadays, and dancers in the world's classiest companies don't get to be tested by them. But a piece like Walpurgis Night is part of a bigger picture that we really care about, and audiences so far have just loved it."

As the curtain fell at the Folies Bergere last September, Paris cheered – and who knows, maybe the shade of Josephine Baker was imitating the wild capering fauns in the wings.

Les Ballets Trockadero de Monte Carlo is at Edinburgh's Festival Theatre on February 22 and 23.