I think the cooling period thing is mostly for tarantulas and temperate species, so no.
It's possible it was a dry run -- does the male have something suitable to deposit it on? (A bark hide, a piece of slate, etc.)
If they danced, then your females aren't rejecting him, so that's a good sign. Although, I had a female who was very passive (not so much danced with him as let him drag her about) and she turned out to be too old to have more young.