It’s been a while since I longed for an episode of anything and Penny Dreadful’s season finale changes that. Anticipating what could possibly top the frightening events that transpired in the penultimate episode, “Possession,” had me speculating and reassessing several points of view I have had about the characters throughout the entire season. The season finale, “Grand Guignol,” provides an answer to a certain lingering thought I have had about a certain American sharp shooter, and there are several surprise turns of events, including a change of heart for more than one person.