The 32-year-old reality TV star is set to take to the ice with Bauer when the series returns to screens this weekend, and they've been practising hard.
Essex told Mail Online that, even though Bauer is "used to being dropped" in her career, he is terrified of hurting her on the ice.
He said: "I was [scared] at the start. At the start of the journey, I was all like: 'I don't want to drop you, I feel so bad'.
Watch: Joey Essex reveals his shocking Dancing On Ice injury
"But now it's like 'yeah whatever, let's do it man, let's just take risks'. I want to take risks anyway but where obviously I care about Vanessa because she's a lovely girl, I don't want to drop her."
It has been a rough ride for Essex thus far, who has suffered numerous injuries during his training process, including one incident that left "blood everywhere".
He said: "I know how to fall now. I got so much injuries at the start but you learn how to fall and how to be dropped.
"I was well afraid of dropping her at the start. I still am afraid. I won't drop her but it that is that fear of it could definitely happen."
Essex's tandem with Bauer will be tipped for success on the show, given the professional skater's extraordinary history in the competition.
She won her inaugural series in 2018 with singer Jake Quickenden and has since been a runner-up three times — only finishing outside of the top two once, when she had to withdraw from the 2021 series due to COVID-19.
Essex said he is working hard in order to be "comfortable and confident at all the crazy moves I'm trying to pull off" when the show gets going.
Dancing On Ice starts on Sunday, with the rest of the line-up including Love Island winner Ekin-Su Cülcüloğlu, drag queen The Vivienne and former footballer John Fashanu.
Watch: Jason Gardiner discusses exit from Dancing On Ice