Sensei tells us the proper way to sit is to leave about a fist's space between your knees (guys a little more) and to cross the flats of your feet.
When your legs go to sleep, try sitting up on your toes (bottoms of toes flat on the ground). This lifts you up enough for the circulation to start working again.
If your sensei allows, get a koshikake, a little stool you can sit on during seiza. this helps a lot.
If only there was a good solution to ankle pain and the knee wobblies when you stood up, now!
In my experience, dance wasn't so bad with the sitting. We almost never sat, except to eat, but I studied Katsura style, and in the US.
Good luck with your studies, do as much as you can while you have the opportunity!