Sounds very burlesque to me ;)
Some ways you could do it...
If you can do an Invert into a V-hip hold (challenging, I know) you could strip off those legwarmers upside down, showing off your amazing skill and your sexy legs at the same time!
Otherwise, if you're flexy, a lot of the ladies in Burlesque like to grab the toe of their stockings and bring their leg up behind them. You could do this while standing and holding the pole for one leg at least!
And then for the other leg, you could potentially climb the pole with the now-naked leg, straighten your other leg, and lean over to push/roll that thing down off your foot!
If you really want to make a show of it, I would say (depending on how it fits with your routine and song!) that you could play with each one. You could push them down around your ankle, like JeHanne said, and then very slowly tease them off your foot... or once their off, you could do something like spinning them around and throwing them away, or put one around our shoulders like a towel (for fun!) and... well, I'm sure you could come up with some fun stuff like that, too!
Hope this helped!