I remember watching this episode when it happened and I also had the KISS album "Psycho Circus" that came out at the same time this episode was shown.
I had to go out and buy an Ibanez Iceman guitar after that.
Jeff Yagher plays Mark Bianco, and after that gets too close to his character when he plays a version of Frank Black.
What is funny about Jeff being in this episode is that he was also Meagan Gallagher's husband at the time, maybe still is, who knows.
KISS portrays themselves as the band as well as several different people within this episode, starting off with Paul Stanley has a director named Lew Carroll, and he does a great job especially while being murdered. Kate Luyben who was in the pilot episode of this show is a hapless actress who was concerned about a body feature of hers in the shot. Kate was also "Nurse Nanci" in the X-Files episode "Kill Switch". Gene Simmons is himself as well as a guy named Hector Leachman who claims "I did it", while Ace Frehley and Peter Kriss are a couple of cops, Ace Frehley wanted to wear a fat suit for his part but they couldn't really do that, so they just kind of padded his stomach a little bit.
After the season two finale and the pretty dire season three introduction which reveals that the millennium group has gone evil and Frank has to fight against his former friend Peter Watts and a sinister looking guy named Mabius/Homer J Pettey (Bob Wilde) who is also one of the incarnations of the demon Frank meets in The Judge, "Legion", which is also Lucy Butler, this episode is a welcome respite from the very heavy episodes that surround it.
Basically agent Hollis has to give Frank Black a crash and burn course in 1980's Horror 101, and Frank Black is an apt pupil, learning all about Friday the 13th, Halloween, and A Nightmare on Elm Street.
All through this episode it appears that Frank Black, or somebody, is lecturing a group of FBI agents as well as other people.
This is another piece of misdirection which you will have to wait until the very end of the episode to figure out. Jeff Yagher has a very funny way of imitating Frank's voice. Also, look for The Shining reference.
This is the parody episode which beats even "The Curse of Frank Black".