But while Maddie is a true professional, Dunham's dance skills are a tad bit different. More interpretive, one might say. In her version Monday night (June 9), Dunham prances around the stage in a Sia-like blonde wig and all-white suit lip-synching behind cardboard cutouts, sucking on her thumb, playing peek-a-boo with herself and unrolling toilet paper, before ending up in bed, spooning with Sia.