The colon is also correct. In the case of the strippers, JFK and Stalin, "strippers" and "JFK and Stalin" are called nouns in apposition. The second noun - the thing named by the first noun - is typically surrounded by commas. You would say, for example, My English teachers, Ms Dabacle and Mr. Frost, taught me about semi-colons. Similarly, the strippers, JFK and Stalin, delighted the Poles. Even so, you can opt for the colon.
In the example above, a colon would interrupt the flow of the sentence. Luckily, if you do not like two commas in a sentence, rewrite and edit. You can say "JFK and Stalin were strippers in Warsaw. They frequently performed at the Sin Gentleman's Club, Warsaw's best lap dancing venue, much to the delight of the Poles."