French Suite No.4 in E-flat major, "Gigue" - Bach (because why not? he's French)
Rondo a Capriccio in G Major, 1st Movement - Beethoven
Piano Sonata No. 10 in C Major, KV.330, 1st Movement - Mozart
Sonata in E major K.380 - Scarlatti
Nocturne Op.9 No. 2 - Chopin
Clair de Lune - Debussy
Of Foreign Countries and People, Op. 15 - Schumann (more of like "of foreign forts and troopers")
Gymnopédie No.1 - Satie

If Turkish March is to much to ask for, here's a couple of suggestion I thought may fit the spy in some way. As he's eligant & formal, I feel he needs a song that represents the way he preforms imo.

Or maybe it can be played at random, not just one song he plays but multiple when activating the taunt.