Maybe Vince is reading this forum, and will utilize my amazing analysis for pointers on the direction of the Bray Wyatt character! Oh fuck, wait... that would be horrible.
Vince, if you're reading this, GO TO BED OLD MAN!
Another fun wandering of my overactive wondering is this gee whiz philosophical question of "free will".
Everything in Firefly Funhouse is subliminal, and the puppets are the most obvious. Abby is Sister Abigail, Mercy the Buzzard is likely a double reference to Dan Spivey's Waylon Mercy character and to the "Follow the Buzzards" idiom, Ramblin' Rabbit I believe is a vague interpretation of Windham Rotunda himself that more-so represents his vulnerabilities, and Huskus the Pig is an obvious reference to the Husky Harris character.
The deeper meaning to these puppets relates to what they are, puppets. The idea being that as we see them, and as Bray either lived or reflected on each character, they were puppets acting on behalf of a puppet master. The obvious answer would be that Vince was that puppet master, except that Vince is also a puppet on Firefly Funhouse.
I believe that we fans are unwittingly the puppet masters. More-so now than in the history of pro-wrestling (thanks to the internet), we get what we want even if it wasn't exactly what we asked for. Our emotions are played with because that's what excites us, and grants us the catharsis we need to endure the real world. There's obvious fear whenever puppet-Vince appears, and the dramatic "DUN DUN DUUUUN" plays, but that and everything that Vince does and has happen to him is a result of what's expected to entertain us.
I'm reminded of an old episode of Dr. Who, with Sylvester McCoy, titled "The Greatest Show in the Galaxy". Three Old Ones known as The Gods of Ragnarok expect to be entertained, and a traveling circus known as The Psychic Circus is there to provide them with an eternity of fun. However; some acts don't manage to entertain the Old Ones, and they are immediately killed. The Doctor becomes trapped in the dimension of The Old Ones, and is doomed to entertain The Gods of Ragnarok until he perishes. His sidekick Ace comes to the rescue, bringing a medallion that bears the symbol of an eye. The Doctor uses the medallion to reflect the wrath of The Gods of Ragnarok back onto themselves, killing them and freeing himself. I imagine that their wrath is symbolic of their incessant desire to be entertained, and thus they were forced to recognize how pathetic and boring they had become.
I imagine that Bray is toeing the line that separates what's vague with what's obvious. He's still always going to be our puppet, but he's playing with the notion that we're unaware of his awareness of this. Though; even deeper than that I think that he intends to indicate that we're all puppets in our own way. We follow paths of least resistance, we react in certain ways to different forms of stimulus, and we absolutely love to indulge. The world is full of distractions, just because we have millions of options doesn't mean that we're not also limited to them.