This weekend sees the latest live episode of the new series, which sees familiar faces from the worlds of music, film, sport, television and social media competing to win a life-changing recording contract.
Jenny is one of 9 acts remaining, returning to perform live on ITV tonight.
The Chase star is being mentored by Nicole on the series and the Pussycat Doll has been giving Jenny some top tips to improve her voice.
“She gives me brilliant advice," Jenny told the Daily Mirror newspaper. "Nicole said when I was using my arms to emphasise parts of a song, I was still bending my elbow so taking up less space. I think that’s a particularly female thing – there’s something in society that says women should make themselves small.
“So Nicole’s taught me to have big arms that say, ‘look at me, this is my world, welcome to my show’."
Jenny explained: “When you walk down the street, ask how often do you dip out the way of someone walking towards you? Men don’t do that nearly as much.
“Now, when I’m shopping on Oxford Street, although I move out of the way for women I don’t for men.
"I’ve had dirty looks but am going to keep doing it because it’s an interesting and empowering exercise.”
Meanwhile, Jenny has revealed the difference between herself and her Vixen alter-ego on The Chase.
She revealed: “Vixen exists to help me with my performance on The Chase. As I’ve settled into the role, I rely on her less for my own confidence.
“Vixen’s a slightly more dynamic version of me rather than a full caricature. Now you’re not seeing The Vixen on stage, it’s definitely me.
"I do want to win but I’m not taking it too seriously. It’s all a bit of a game, all fun. And I’m enjoying every minute.”
The X Factor: Celebrity series continues Saturday nights on ITV.
The next round of live performances airs tonight, Saturday November 9 from 8:10PM.