I have not noticed Didem dancing with veil (with Isis wings she does a copy of Amar Gamal though) but here are couple of clips of Tanyeli dancing with veil - unfortunately last clip does not have sound:
Tanyeli & Ebru Gündez (short entrance with veil)
Tanyeli at Seda Sayan show
and one more lovely clip featuring Hale Sultan:
Hale Sultan in Singapore (also short entrance with veil)