The two characters are talking about a codebreaker - someone who would provide 'intel' (military intelligence or information) by breaking coded messages from the enemy. One character warns the other that the codebreaker has "unusual methods" of working. The sarcastic response is the most "unusual" method the second character can think of.
"Consulting coffee grounds" is an actual form of fortune-telling called tasseography (or tasseomancy). Fortune-tellers claim to be able to get information by looking at tea leaves or coffee grounds in the bottom of a cup after a person has drunk their tea or coffee.
The "boogie-woogie" is a form of music and associated dance that was popular during the 1920s.
So the second character is sarcastically saying that he doesn't care about the codebreakers "unusual methods" - even if that method meant using mystical fortune telling whilst dancing.