I think the monkey represents Wukong (and he did the role pretty well). In MADE IN TOKYO the monkey was like a guide.
Before the performance monkey meets the man with a violet cloak and he tricks him into entering a house (door sound).
The monkey find several people spellbound like puppets and tries to help them. Then Ayu appears and he is the only one who is aware of the "spell" along with her.
When Ayu enters into the "cage" she tries to escape and at the end of the performance he is trying to save Ayumi but he can't and it ends with Ayu converted to a Marionette.
In MADE IN JAPAN, Ayu represents Amateratsu (I think) and the monkey has a more secondary paper.