These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Moral Event Horizon: Pick from Dorian either driving his sort-of girlfriend Sybil Vane to suicide with a cruel Breaking Speech, and only feeling bad due to his own pride or stabbing Basil Hallward to death and then blackmailing his other former lover Alan into disposing of the corpse, which later drives Alan to kill himself too.
Older Than Feudalism: If we take Dorian as Adam and Eve being tempted out of the Edenic innocence. And maybe Basil as Christ.
Uniquely, occurring within the author's own writings — a lot of the famous quotes from Wilde's comedies come from the novel, and one of the major characters in Lady Windermere's Fan is an Ascended Extra mentioned in passing in the novel.
Also, Wilde's great uncle, Charles Maturin, wrote the novel "Melmoth The Wanderer" with the title character as a Flying Dutchman type who similarly keeps a portrait well-hidden, although not for Dorian's reason, only because it is dressed in antiquated clothing.
A meta-example is that the novel is somewhat inspired by the French book A Rebours, which is the "Yellow Book" Dorian is always reading.
The Penguin Classics edition's annotations note that the basis of the story, magical pictures that capture the soul or life essence of its subject's, are very old indeed. The Picture of Dorian Gray was a grim twist and deconstruction of the magical portrait trope, which would have been well known to Wilde's audience at the time of its writing.
The Woobie: Basil, who has to watch Dorian Gray, the love of his life and his greatest inspiration, descend deeper and deeper into corruption against his wishes and ultimately gets murdered by him. Even The Soulless Dorian felt sorry for him.