“Parade was advertised as the world’s first cubist ballet – mostly in deference to Picasso’s designs, but also as a way of explaining the comic, disconnected logic of its fairground scenario and the clash of musical styles and found noise (pistol shots, sirens) in Satie’s score. … But for National Dance Company Wales (NDCW), it is Diaghilev’s relation to the Russian revolution that has provided the starting point of its show P.A.R.A.D.E.” Judith Mackrell has a look.