AIt seems to be the classic "freak show" act like from coney island. I think perhaps they are all him dressed up as a model, a heavy almost cartoonish lady, a little kid and a midget, if you look closely at their faces especially their noses you can see the striking resemblance. Maybe they each represent an internal part of criss like multiple sides of his 'self' I first thought that when I saw that lanky looking fellow dancing around on his hands and feet in a brown costume, I thought it was his manic side. That's just my thoughts honestly I have no idea.