And they've said we should expect a Christmas twist from their performances!
This weekend the final couples will each dance three times: Their showdance, a favourite dance from the series, and a pick from the judges.
Joe and Katya's showdance will be to You Make My Dreams by Hall & Oates while the judges have chosen them a Viennese Waltz to Somewhere My Love from Dr Zhivago. The couples' favourite choices will be revealed on the night.
Speaking on It Takes Two, Katya teased of the pair's plans for their showdance: "Even the music's got twists to it. It's magical, fairy tale..."
"It's unexpected," added Joe, "It's Christmassy, if that's a word."
On reprising their Viennese Waltz, Joe said: "I look back on it with fondness. It was very early on and it was the first ones that we did well. It gave me confidence to keep going.
"To revisit it I thought would be a walk in the park. We did really well the first time. But we didn't. And they expect so much more from us now."
Finally, on their secret choice for their favourite dance, the pair revealed they immediately agreed on which dance to perform again.
"We really enjoyed it and the public liked it to," Joe said.
As things stand, Joe is the favourite to win Strictly this weekend - but has some competition.
Aoife Heffron, Spokesperson for bookies BoyleSports said today: “Joe McFadden is the one to beat ahead of the Strictly Come Dancing final this Sunday, however he has suffered a bit of a drift, to 8/11 from 8/13 as punters search for a big bet in the market.
"Despite this he remains miles above the rest of the competition and looks to be the likely winner.”
She added: “Debbie McGee has been backed into 2/1 from 5/2 as punters appear to believe that the 59-year-old will clinch the Glitterball from Joe at the very last second.”
This year there will be no eliminations in the final, with all four couples dancing until the end of the night where the winner will be announced.
Strictly Come Dancing 2017 airs Saturday night from 6:30PM on BBC One.