... might as well discuss the earlier episodes in this run too.
The Nightmare Man is a nice straightforward monster-powered-by-nightmares story, with the wrinkle that it's specifically Luke's dreams about the future as he considers going to Oxford a year early, which affects Clyde and Rani as well as they synch up and have nightmares about where their own futures might take them. The show has tackled the fear of clowns already, of course. And as is traditional in such stories, the villain is defeated by act of will.
Game-wise, dream and nightmare worlds let us look in the player characters' minds very literally, so they take some discussion with the players to get right beyond on-the-character-sheet basics like phobias and similar Traits. This example doesn't go for very deep insights, but still manages some nice unnerving moments.
The Vault Of Secrets brings back body-jumping villain Androvax, and the Men In Black from animated Doctor Who spinoff Dreamland, a monster-versus-monster fight rather less dreamt of than Daleks versus Cybermen. Despite their enormous guns and mind-wiping powers, the MiB are largely played for laughs while Androvax actually earns a bit of sympathy - but Sarah Jane demonstrates that in the Whoniverse even a killer android can be talked around to doing the right thing in the right circumstances.
A possessing or mind-controlling entity taking over a PC can be a lot of fun in RPGs if the players want to do it. I find asking ahead of time rather than giving them no choice in the matter helps immensely. "You are mind-controlled, do evil" is less popular than "wanna be mind-controlled and do evil?"
And we see Talking and Running and Doing all beat Fighting in the action sequence, and a Convince roll work on a besuited Terminator.
And you've got to be able to do something with MiBs who can alter characters' memories.