Worth Watching: Grand Finale for 'Shadows,' ...What We Do in the Shadows (10/9c, FX): These days, it's particularly sad when a show that brings you continuous joy signs off for the season (especially when you know it could be a long wait for new episodes). At least this ghoulish comedy about a hapless household of Staten Island vampires manages to pull out the stops in a wild second-season finale of glorious Grand Guignol. The mansion is in more disarray than usual, because the vamps' disgruntled human "familiar" — and secret slayer — Guillermo (Harven Guillén) has split, leaving no one to refresh their Gothic wardrobes or clean up their messes. As Nadja (Natasia Demetriou) gripes: "Who is leaving all these bodies everywhere?" When they get an invitation to an exclusive performance by the Nouveau Theatre des Vampires, even dull energy-draining Colin Robinson (Mark Proksch) believes their fortunes are improving. We've been around these immortals long enough to know better.