Mobius is pretty fascinating and Klein is hilarious! They all have their own quirky charm that makes them all fun to interact with, though I’m partial to Dr. 0 simply because it’s the same guy that voiced Dr. Venture on The Venture Bros. and the Wild Wasteland trait has him reference the “giant walking eye” as a nod to the show.
My best guess is the Tales to Tremble By scary story collections:
Each story had some creepy art by Gordon Laite:
A lot of this fits with your descriptions from the best of my recollection.
Edit: Removed paragraph about potential third scary story series containing spider egg story, just realized that one was from Scary Stories to Tell in the Dark 3, so Tales to Tremble By and its sequel is my only guess here.