Penny Dreadful does sound like it has possibilities. Nice title, too-- Penny Dreadfuls were the precursors to the Pulps.
Indeed, the Dreadfuls ran from 1830's onwards and never exactly ended, just becoming several spinoff pulps into the 1950's and 60's when mass market comics took over.
Only Frankenstien (1818) and Carmilla (1825) really predate them.
Which is what worries me, all the titles given are of standalone horror novels, not the actual Penny Dreadful series like Varney the Vampire (although I have the compendium volume, it's massive, so maybe that's why).