Desc: Cafe Colette: Directed by Paul L. Stein. With Paul Cavanagh, Greta Nissen, Sally Gray, Bruce Seton. Cafe Colette is a 1937 British thriller film directed by Paul L. Stein and starring Paul Cavanagh, Greta Nissen and Sally Gray. It was also released under the alternative title Danger in Paris. The film was made at Wembley Studios.