What kind of dance tights did you get? In my experience, products from the bigger companies like Capezio or Bloch are more expensive but of much higher quality. These tights
are specifically for men and made of dyable microfiber, so you can just get the white and dye it the approximate shade.
You might also try leggings, which are a lot thicker than even dance tights, but you'll probably have to dye those as well.