The judges unanimously voted to save Graeme and Oti, with Bruno Tonioli saying: "It's a hard one because both of you are far from flawless, we're not talking Fred Astaire or Gene Kelly but I enjoy you both so I have to go with the couple that made me enjoy the evening more so I have to go for Graeme and Oti".
However, the pair eschewed its usually romantic pace, instead opting for a faster, festive routine that included twitchy, sudden limb movements.
Katya added: "I guess we'll always have the Matrix dance", which was the routine they performed in the week that they were caught kissing.
The duo had been at the centre of a media storm after being pictured locking lips in The Sun newspaper, despite Jones being married and Walsh being in a relationship at the time. Last week radio DJ Vick Hope exited the competition after a dance-off with Walsh.
Craig Revel Horwood simply stated: "Amazing!" You've got every clue in the orchestration.
He then continued: "There were timing issues for me everywhere".
"You were lagging all the way through. But I know people were like hooking up behind the scenes but I didn't really see it and it wasn't really in the press that much".
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"It was very skippy and you've got to try to dance on one level - this was not your one".
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Bruno Tonioli jokingly suggested the dance had been a version of the comic ballet of Coppelli directed by Tim Burton and danced by the cast of the film Beetlejuice.
Speaking to JK on Heart radio, Kelly said: "It was [PG]".
"Especially with all the concepts and choreography that (Katya Jones) comes up with".
The comedian and his professional partner Katya Jones were shown the door at the weekend after their Viennese Waltz failed to score high marks, landing them in the dance-off where they were beaten by Graeme Swann and Oti Mabuse.
The couple leaving the show this week will be revealed on BBC One tomorrow night.