Like the play on which Lovers' Vows was based, German plays presumably had a certain reputation, possibly a risqué one?
An archaic meaning of trick is to decorate or adorn in an extravagant way.
A figure-dance is one which consists of several distinct divisions, or figures.
A hornpipe is a lively dance (associated with sailors and often performed by one person only) as well as the name given to the music for such a dance. A hornpipe is also a type of musical instrument, although it is the dance that is being referred to here.