The portrait that Dorian Gray uses to conceal his own secret portrait is actually a painting featuring Eva Green in French Revolutionary era clothing. This was going to be used in future episodes if the series continued.
The Creature of Frankenstein mentions Mary Shelley, who wrote the original Frankenstein novel.
The Grand Guignol did set the standard for slasher/blood/sex entertainmemt, and really emphasized the sex. There were even discrete privacy booths for audience members who became so aroused that they needed immediate release. However, The Grand Guignol first opened in Paris six years after this series took place.