The Delightful Children are terrifying when you know who they really are, and what happened to them. They used to be Sector Z, until they were captured by Father himself, and put them through such rigorous torture (or as he puts it, Delightfulization) to the point that's it's quite literally IMPOSSIBLE to turn them back (any attempts are just temporary). To think that such honorable members of the KND have been turned into such monsters is not only scary, but you have to think of what kind of treatment Father put a couple of ten year olds to, not to mention that the torture was so intense that they work as one being.
Heinrich, Numbuh Five's nemesis, trying to dunk a live rabbit in molten chocolate. Terrifying.
Even worse when he soon after tries to dunk Abigail herself into the molten chocolate.
Heinrich used to WORK WITH Abigail before!
From Bad to Worse! Even worse than before! Heinrich fell into the chocolate and became an eldritch abomination!
Grandfather, Father was originally scary, Grandfather takes it to another level. Sure, he's got some humor, but overall, he's just scary. To elaborate, he's capable of turning anyone he touches into a citizombie...which naturally have the same ability as well. He's even capable of zombifying the world in a sense, turning it into a colorless world with tapioca factories for KND treehouses.
The Pirates of the Caribbean parody episode. Somehow, turning into licorice skeletons seems scarier than turning into regular ol' skeletons. And that's not mentioning what happens to them when the sun comes up...