While living with her family in Chicago, she attended a burlesque performance starring Comedian Margaret Cho and Dancer Satan's Angel. This prompted in her a Desire to become a burlesque dancer; and, after she moved back with her family to the Quad Cities area of Iowa, she created the professional burlesque troupe Burlesque Le Moustache, with nine performers, including Colby herself under the stage name Dannie Diesel, touring eastern Iowa and western Illinois. As of October 2014, Colby owned a burlesque academy called Dannie Diesel's Bump 'n' Grind Academy in the Rogers Park neighborhood of Chicago.