Any of those titles would work, in that they're grammatically correct. 'Hell's Dancer' feels a bit generic, and 'Sword Dancer' fools a bit redundant (ie we can see in the picture that'she's dancing and has a sword, so the title doesn't add anything.) I like 'Grim Dancer', but I also still like 'The Groom Who Dances,' as it explains the relationship between the main character and his dancing partner. But whatever you choose, you'll be judged on your art, not your title!
Keep it coming!