“‘It was a huge gamble,” Mr. Maillot, the director of Les Ballets de Monte-Carlo, said in a phone interview from Monaco. ‘Everything was in place for it to fail.’ It did exactly the opposite. A success since its 2014 premiere, The Taming of the Shrew has become a calling card at home and abroad for the Bolshoi.” Laura Cappelle reports on the difficulties and delights of the project.