Burlesque queen Dita Von Teese’s first revue in New York was delayed until this past weekend by Hurricane Sandy, but her “Strip Strip Hooray!” was well worth the wait. Impossibly beautiful Von Teese showed off her signature moves, ending in an orgasmic “Opium Den” finale in front of a packed crowd Saturday at the Gramercy Theatre. Guest performers at her Cointreau-hosted show included Dirty Martini, Catherine D’Lish and Perle Noire, as well as the salty emcee, cheeky squeaky-voiced androgynous comic Murray Hill.