I doubt Jon's moves are choreographed by someone else. If anything, he's had more experience performing certain songs live so he knows just how to do it. For example, he's sung Born To Be My Baby hundreds of times at concerts so those moves would come naturally to him. Singing Celluloid Heroes onstage with Ray Davies isn't something he does very often so he wouldn't know exactly what to do unless they had rehearsed it earlier, which I'm assuming they didn't..