Wow, finally a great episode this season. This had all of the horror that I wanted from "Listen" (which only had it in the bedroom scene), wonderful humor, good use of Danny Pink (although it was still a bit unnecessary), and all around stand out episode for Clara. The Boneless are on of the best monsters we've had in a long time, even if their status as monsters were deliberately left ambiguous. That very aspect (as well as the nature in relation to our universe and trying to understand us) reminded me of Big Finish's Iterations of I, a recent Fifth Doctor audio play with Tegan, Nyssa, and Adric. I hope the show explores their existence in a future episode.
I'm sure someone else has pointed this out, but the Boneless' initial appearance in the train tunnel reminded of the shadow creatures in Ghost.