I had a similar situation in a massive lecture room during my first semester of teaching. A bunch of students ran in dressed like tetris blocks and assembled themselves in various arrangements. I would have thought it was awesome if the class wasn't taking a test at the time, and if the students didn't have massive cheating issues on those exams.
Still, there's not really anything you can do about it. If you go off on the performers you just look like a crazy person who hates fun, so it's better just to run with it.