And that included all the spangly costumes.
While Frost happily embraced the sequins, the fake tan was a different story.
"I didn't like fan tan. I have a quirky phobia where I don't like any sticky liquid on my chest or neck," he says.
"The tan was a bit wrong."
And then there was the dancing itself. Frost trained in salsa dancing for six hours a day, five days a week over seven months to perfect his steps.
But he remembers at the end of day four, he was ready to throw in the towel.
"You're essentially standing in a mirrored box, being a big lump, trying to do what these dancers are showing me to do.
"And you just think I will never, ever get this," he says.
"There were moments there where I thought, you just got to be honest (and say) 'look I can't do it, I gave it four days, I know it takes people a lifetime to learn the minutiae of Cuban Salsa, but I can't do it'.
"I really cursed myself and thought, 'why don't you keep your mouth shut next time you have a great idea'."
It was all thanks to a drunken email that the idea ever got off the ground.
Frost had been sitting on the idea for ages, when he got fairly tipsy and emailed it to his long-term producer.
"I think I wanted to be caught. The thought of me doing a dance film is ridiculous and I understand that," he says.
"But it was an idea that would not go away ...
"I knew that if it was just left to me I'd sit on it and I'd really regret it, so that's where Stella Artois and an Apple Macintosh came in."
But the producer thought it was hilarious and soon director James Griffiths was on board, followed by actors Rashida Jones and Chris O'Dowd.
Frost left the writing up to Jon Brown, because as much as he loved writing Paul with Simon Pegg, it took up a huge amount of time.
Movie profile
Who: Nick Frost
What: Dance comedy Cuban Fury
When: Opens in cinemas on Thursday
