Moonwalkin' on the sun, barefoot, with shades on
Another reference to MJ, Danny is so hot that he can moon walk on the sun barefooted. He adds a non-dangerous element to it by having shades on ironically saying how cool he is in the process. Note also the intentional duality of sun and moon; it takes a certain kind of gumption to do on one a dance devised for its opposite.
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