It was not the minhag of Lubavitcher Chassidim to do. See below
No “Mitzvah Dance”
To an individual who asked the Rebbe why the Chabad custom is not to have a “Mitzvah Tantz,” the Rebbe responded:
1) Although we must understand the reason for this [i.e., for not engaging in this dance,] it does not change the fact [that we don’t do so].
2) … He who observes what has actually transpired in our days and during many, many weddings [as a result of “Mitzvah Dances”] understands the reason [it is not done in Chabad circles].
(Binyan Adei Ad, p. 44)