See those human actors walking around in Victorian-era clothes in the crowd scenes? They're not just extras. Most of them are the puppeteers. Look closely and you can just about see the muppets some of them are walking with. Brilliant.
The Ghost of Christmas Past is the only one with a defined form. That is because the past cannot be changed and will always be the same. The Ghost of Christmas Present ages because the present is ongoing and constantly changing. The Ghost of Christmas Yet To Come has no face because the future can't be known.
Why does omniscient Gonzo/Charles Dickens fail to catch Rizzo when he jumps from Scrooge's gate? Because Rizzo is not part of the story and thus Gonzo doesn't actually know where he'll land.