Leonardo DiCaprio took going incognito to the next level Saturday. The “Django Unchained” star has been spotted around town in a baseball cap and full beard. But, after seeing “Sleep No More” in Chelsea, where audience members wear masks to watch the interactive play, Leo kept on the mask to party afterward. “The Manderley [bar] is the only spot where guests take off their masks to socialize and have a drink after,” a spy said. “But Leo chose to hang out and keep his on the entire time.”