Well... Zomba, I wouldn't go to Mexico if my life depended on it... since it may well be that exact case. I travel for a living as a commecial pilot and have covered almost every area of Mexico, Central and South America for decades and I would avoid Mexico like the plague that it is. Over 40,000 people in the last few years have been murdered by the drug cartels... life is very cheap.
However, I live in the western U.S. and haven't heard of the phrase you describe... Firstly, the Mariachi is native only to Mexico and although it's primarily dance type of music... it's very stylized dancing by groups that have practiced the art for some time. each move has a particular meaning, not unlike the Natve American dancers at Pow Wows. You'd not find anyone trying to waltz or two-step while the Mariachi is playing, especially when they are playing "Ranchera" style... Traditional rancheras are about love, patriotism or nature and appeal to the ultra-romantic culture prevalent in Mexico... it would, literally, be sacrilege to dance to the "ranchera' even though its tempo appoximates the polka or bolero. It's meant to be listened to with a far-away look in ones eyes while the "Hombres" glance longingly from under the lowered edges of the Sombrero at the variety of senoritas (and donas) decorating the nearby walls...
Dances are done at the "quinceañera" (a coming out party for the fifteen year old girl)... but in highly controlled circumstances.
At any rate... never heard of the saying you propose... not wanting to ruffle your feathers, but I'd say, from the gibberish quality of the phrase, that someone is giving your leg a good yank...