I have no idea. However, in the United States, "a pom-pom girl" is a kind of cheerleader at sports events who jumps and dances while waving "pom-poms." Pom-poms are brightly-colored round puffs of material, and are better seen than described:
https://upload.wikimedia.org/wikipedia/commons/3/36/Amber_van_Eeghen.jpg
I'm guessing "a puff-puff girl" might be the same thing. Maybe that's what they were called in 1939. I don't know.
In the United States, cheerleading is strange. Professional cheerleaders at professional games are attractive adult women who show off their bodies by dancing in a sexy way. But many women were cheerleaders in their high-school or junior-high-school days, where it is not as sexy. Nevertheless, it is still connected to the same ideas of beauty as in a "beauty pageant."
(In recent years, cheerleading has been expanded to include both young men and women, and has evolved to put more emphasis on the athletic and gymnastic aspects, and less on the "sexy dance" aspects).