One of the interesting stories might be about the exploration of human fears. It could show how characters face their deepest terrors in unexpected ways.
Some stories in 'Bazaar of Bad Dreams Best Stories' could be centered around moral dilemmas. The characters are put in situations where there is no easy choice between right and wrong. This forces the readers to think about their own values. Like a character who has to choose between saving a loved one or doing the 'right' thing that might harm that person. It creates a complex and engaging narrative.