MADONNA and Lady Gaga continued their play catfight from “Saturday Night Live” well into Sunday. After squaring off in an “SNL” skit, they got into a one-on-one dance-off at SoHo hot spot Submercer at a Sunday night birthday party for Madge’s manager, Guy Oseary. “[Deejay] Jus Ske was joking around and alternating their songs ‘Holiday’ and ‘Poker Face,’ and then they both started going at it,” says an onlooker. “Madonna seemed to be the winner. People were going wild.” Also there were Lenny Kra vitz and Andy Samberg.