(Obviously there's no actual mess in this scene... Kay and Satine are erotically and enthusiastically telling you what is going to happen to poor little you)

Satine and Kay are armed with the first two of literally 100s of custard pies they intend to throw over you in order to totally humiliate you. They tell you how much pleasure they will have in trashing you with hundreds of custard pies while they stay totally clean. But that's not enough... because they are going to sissify you... they are going to cross-dress you in a shiny satin blouse, leather skirt and heels. Then they both will take great pleasure in totally destroying you with literally hundreds of custard pies in front of all their friends. And it was your birthday too.

Oh the shame, degradation and humiliation as you end up covered in pie, dressed as a pretty girl while they all laugh and take photographs of you. (Obviously there's no actual mess in this scene... Kay and Satine are erotically telling you what is going to happen to poor little you)