Possible Clues:

• Do a bit of hip rock'n'roll, always backing band
• Strut made of wood for example holds
• Walk like you own the place
• Swagger
• To walk in an ostentatious way (from a step in square dancing)
• '___ away' ('RuPaul's Drag Race' catchphrase)
• Parade indeed preceded by band
• '___ Away' (rhyming RuPaul song)
• Strut surely has broken inside for example
• Verb that comes from a corruption of the ballet term "chassé"