There are scares — one courtesy of synchronized puppetry — and there are impressive, in-the-flesh special effects, such as a head and neck that materialize out of a closet and keep growing. Caiti Wiggins is “Priss” in “Reaper’s Remorse,” the new immersive theater show from “Delusion.” It can be startling in this late-pandemic age when the performers of “Creep LA” …