I'm betting they probably aren't what you think they are. In the Encyclopedia of the Exquisite by Jessica Kerwin Jenkins they are described as "Made-up muses who sat for prominent artists in the 1920's."
The two women she puts in this category are Alice Prin [Kiki de Montparnasse] and Baroness Elsa von Freytag-Loringhoven. They were wild model-muses who played their roles with "guts, gusto, and striking originality, never forgetting the powerful effect of the unusual makeup."
"Before they went out for the night, Man Ray shaved Kiki's eyebrows, then replaced them with glued-on designs - sometimes cut like the accent over the Spanish n. Her eyelids might be cobalt blue one day and copper the next, while her searing red lips "blazed agaisnt the plaster-white of her cheeks on which a single beauty spot was placed, with consummate art, just under one eye."
"Over the nipples of her breasts were two tin tomato cans fastened with a green string around her back. Between the tomato cans hung a very small bird cage and within it a crestfallen canary. One arm was covered from wrist to shoulder with celluloid curtain rings, pilfered from a furniture display in Wanamaker's. She removed her hat, trimmed with gilded carrots, beets, and other vegetables. Her hair was close cropped and dyed vermillion."
Seriously, Lady Gaga has a long way to go before she's even in the same ballpark as these two Jazz age ladies!