Hello Natasha
I use to help run a creche and worked as a childminder. I am very shocked that the dance staff were so frank with you so early on about your daughter. Not very constructive it may seem. Maybe they should have more understanding of small children, what do they expect at that tender age? I completely understand how that hurt your feelings.
In my experience, your daughter is at an age where she is learning so much and her behaviour sounds very normal to me. Sure, she is testing the water... and Mummy(!) but I havent yet met a 3 year old that hasent. I hope this reassures you.
Little girls become very independent and they know what they want! Sounds to me she might not like the word 'no' at the moment, but she is learning.
Its hard to advise as I dont know you both, but I'd say stay calm when disiplining her, not allowing her to have any positive attention if she is being naughty. Explain to her when she has calmed down why she was displined. Naughty steps and corners I think are brilliant, but everyone has there on views on them. I never raise my voice (difficult I know) but, the more and more its done the less impact it has. A stern, not loud voice seems to have a bigger impact.
Good luck with your little bunny, she will soon grow out of this phase, you have nothing to worry about. She sounds quirky, bet she has a great little character! xx