I mostly like when the girl is naiv about the whole thing. It is making her kind of pure and you can help her exploring sexuality. Like making stupid things and suggestions (but please not to stupid), being extremely curious but also shy and maybe a little bit embarrassed about some things. That's how she was in your story at the beginning. And if you could go on like that I would really appreciate it. She can grow over time and be more mature about it. But not to fast

That's kind of my thing.
Also you could add more girls. Friends of the daughter maybe.
Idea for a story: The present for the daughter is something like an advent calendar. Everyday there is a task she has to do, a present she get or a place she will make a trip to. Of course always with her daddy. And it has to be erotic or one of the two/someone they know or new they meet on the way/the circumstances help to make it sexy. You could add the ballet practice to be be the first present in the calender. It could be good if they have a private lesson only with daughter and father. But I would suggest making it a group session with other girls of her age. Could be like "Look how easy it is when he holds me with his strong arms. (And it feels so good down there where his fingers are touching)" "Oh, I want that too! Could you also hold me like her, uncle?" "Me too!" "Me too!"
With some "accidents" or a brave girls that hates her old and scratchy ballet gown and wants to practice a bit more free (full nude or partially nude). And maybe some of her friends want to follow her example.
Hope I could give you some nice ideas

But no matter what you do: I will play it and I'm sure I will like it.