Role in the film
In My Little Pony Equestria Girls: Rainbow Rocks, the Dazzlings first appear in a café in the human world where thet are revealed to have been banished from Equestria and that the energy they're feeding on is not as strong as that of Equestria. They soon witness the energy blast that brought Sunset Shimmer down in the first film. They're amazed to see Equestrian magic in the human world and seek to find more magic to make everyone in the human world adore them. They come to Canterlot High where they are told by Sunset of a musical showcase which they think they could use to their advantage. Sunset gets a bad vibe from them, and while telling her friends in the cafeteria, the Dazzlings come in and begin seducing people into fighting, and turning the showcase into a 'Battle of the Bands'.
As Sunset takes out a magical book that goes to Equestria through one of Celestia's book due to the portal to Equestria still being closed, she starts writing a message, and when the news gets to Twilight, she learns through research that the Dazzlings were originally sirens from Equestria who used their music to cause disharmony centuries ago and were banished to the human world by Star Swirl the Bearded. Twilight is able to use Sunset's magic book to reopen the portal, and make it back to the human world with Spike. As soon as she arrives, people in the school have been starting to turn against the group due to the Dazzlings' influence, even Principal Celestia and Flash Sentry.
As the film goes on, not only do the Dazzlings' influence on the students of Canterlot High cause them to turn against the group, but the group starts to turn against each other and hostility erupts. They manipulate everyone into going through with their plans, and Trixie starts to get jealous that Celestia and Luna chose the Rainbooms to be in the finals, and takes their place by trapping them under the stage with a trap door. Luckily, Spike is able to rescue them with help from DJ Pony who was protected from the Dazzlings influence by her headphones.
When the Dazzlings finally get strong enough to become pony-crosses, the Rainbooms arrive and use a song to defeat them, only for the Dazzlings to become astral versions of their siren forms out of desperation, and start overpowering the heroes. But when Sunset gets the opportunity to sing, she is able to strengthen the Rainboom's power, and allows them to summon a powerful Alicorn that not only destroys the Dazzlings' astral projection, but destroy the gem pendants that give them their power, leaving them unable to sing or cast their spell and their popularity crushed.
They perform at least two songs: Battle of the Bands and Under Our Spell.
FIM SeriesIn the season seven finale Shadow Play - Part 2, the sirens appear in flashback, creating discord among ponies with their singing before they were defeated by the Pillars of Old Equestria and banished to another world by Star Swirl the Bearded.
Role in the series
The Dazzlings do not have a role in the series as of now, but it is possible they will. So far, They do make a cameo in the episode Almost Had Them where Sour Cookie used powerful gems to free them from the human world, and are revealed to have been mortal now that they lost their pendants. In the episode, they are waitresses for the Evil Cackle until the Shell Lodge came, brought the Evil Chackle down on counts of plans to make a new villain team under a heavier influence, and brings the fem fatales back to Human Equestria. They'll later be mentioned in The Weirdest Villain from Space during Sunset's visit in the beginning, not to mention that it was revealed that since their defeat, and after some needed lessons on proper non-magical singing, they got jobs as singers since their singing was praised by a few of their victims, and while their career grew, they were still disliked by the people of Canterlot High and those who have been told of them for their actions. But it is possible that when Sunset Shimmer creates the portal to Equestria with the help of Twilight's human counterpart, in an attempt to feel like she has more to her life than being a singer and a TV celebrity, the Dazzlings will find a means to go through that portal and exact revenge, but have had many opportunities to get it including through EG Sky Slicer, The Love Queen, Reverse Orifice, Bishop Dipper, and even Adagio's mother Mama Dill Weed, among many others.