Having recently assumed the role of Sheogorath, I was sitting on my throne watching my dancer entertain me...for the dozenth time when I had an epiphany. I conjured a complete set of bound armor (minus the shield), then damaged and repaired it with a spell. I was thus able to discard all of it onto the floor before the conjuration expired so that the armor remained. I then took the armor and entered sneak mode. I reverse pickpocketed the set into my dancer's inventory. Next, I hit her one time so that she fled through the door into the House of Mania. I followed and sure enough, she had the entire suit of armor on for her protection. I returned to the palace and told Haskill to entertain me with my dancer. Quickly, I sat on my throne again and right on que, the dancer marched up and performed. She was now the very image of a dancing Dremora Lord!