I loved Penny Dreadful, but personally I wouldn't sink money into it at this point, either from a manufacturers, or a collectors, side of things. It was a very niche show even when it was on the air, and still fresh in people's minds, now that it is (sadly) dead and buried, it's hard to see much profit in pursuing it any further, particularly at a high end price point, and against so much high quality competing product out there. Some fandoms stay evergreen and hungry for new product, but I just can't see that in this case. I suspect that many (most?) of those who might have been tempted to collect such a line have already moved on at this point.
Still, Big Chief will do what they will do, whatever that turns out to be. Guess we'll just have to wait and see.