Evegny Kissin, I believe, is the Brahms master. I don't know if he recorded all of the dances, but I do know he regularly plays a few as encore pieces.
Yes, Kissin is highly recommendable (he doesn't play all the ten HDs though, just a few of them), but for me Julius Katchen actually is da man. I don't know if the HD's are available on a single CD, but his 6-CD Decca box with Brahms complete piano music is a must-have for every piano lover (and you'll get also HD's Nos.11-21 with Jean-Pierre Marty as a second pianist).
If you are interested in the Cziffra scores PM me. Isidor Philipp also made a transcription of the 6th HD.