I wondered if had to be completed by selecting from the map and not part of the vanguard strike rotations?

In order to get the "siege dancers" grimoire card you have to complete the "dust palace" strike WITHOUT DYING, So yes you and 2 peepz have to kill those pesky psion flayers without dying. (Only you dont have to die, doesnt matter if they die 50 times) Once you have completed it without dying you will receive 5 grimoire points and the card will be checked off, however it will not say you have received it so make sure you check you got the points after completing it.