I liked the episode, but less than the others. The humor felt forced in most cases, and the reactions of people to Madame Vastra seemed ... odd. The British in the 19th century were a proud and self-important people; contemptuous of foreigners and indulgent with racism. Upon seeing Vastra and/or Strax, I'd expect the dominant reaction to be revulsion or insufferable pity for such tragically disfigured people. And can no one see through Vastra's veil except the camera? It's pretty obvious she's a bit inhuman even with her veil down.
I didn't enjoy Strax as much as I did in "The Snowmen" -- I think because the writing wasn't quite as witty. Although he still had cute one-liners, the thing that really sold him in the Christmas episode was the memory worm sequence.
Diana Rigg was just amazing, though. She's no longer the looker in tight leather, but she sure can act! She and her daughter made this episode worth watching.
Smith was a joy, as usual. And horrific as The Monster. At least I found him so: to see such a loquacious character struck dumb raised goose pimples. Talk about revulsion! Must have been my English half. My only complaint was the complete turnaround after he emerged from his cloistered treatment. Fully clothed and kicking his heels, at least a little disorientation and an untied bow-tie would have been a bit more believable.
I didn't like the slap after he kissed Jenny, either. Not because she wouldn't do that, but because it was the exact same reaction and camera angle used when Rory slugged him back in "The Big Bang". Like the repeated dramatic reveals of Madame Vastra's face, it just felt forced and repetitive.
About that rocket: rockets designed like that didn't emerge until the 1930s. In fact, earlier work concentrated on putting the engines up top ... Robert Goddard did extensive work with such an arrangement because it was generally believed that a rocket pulled from its nose was more stable than one pushed from its tail. Of course, most fireworks rockets did have the engine at the back, so that's not really a mistake, but visually the vehicle looked too much like a design that wouldn't be seen on the planet for another fifty years. A V2 with rivets.
I doubt the gang would have been so unscathed from that launch, too! I'm assuming the missile would have had a range of only a few miles before it exploded, but it looked like it was built out of iron, so it'd have to have quite a bit of thrust to move all that mass. The Doctor et al should have been burned and deafened by what they'd just experienced -- probably killed!