"Step one in my return to society

"
Sounds like a reference to the stuffy and excessive mourning customs of Victorian times when women had to stay at home for months, receiving only very close friends and family, and wear veils of heavy crepe in public. I'd take it as a joking acknowledgement of his reduced social media posting and the way he's been obscuring his face with cartoon filters, flaming candles, and gauze pads.
I don't think Dylan came up with it though. He's way too much of a stupid queermo and only women and
fastidious homosexuals read Edith Wharton novels.