I hate Moulin Rouge with a passion, though I did win the can-can competition at a sing-a-long last year.
They actually did Moulin Rouge shadowcasts at All-Con in Dallas a few times, though it looks like it's been removed from this year's schedule. I skipped it in favor of seeing Los Bastardos
the last time I went to All-Con.
P.S. I actually saw Rocky Horror in Orlando at a theater along the Universal Studios City Walk, as part of a Rocky Convention in 2001. I don't really recall very many local Orlando people being involved in this though, apart from one very nice guy that led us around the Islands of Adventure that weekend. Various photos are on this page under the "Rocky Horror Vacations" section: http://www.austinrocky.org/photos-conventions.php