Or probably not. I see no similarity between Balok and "The Scream" aside from the approximate shape of the head, and that's just a slightly elongated version of the shape of a human skull in general. Faux-Balok looks angry and menacing, the "Scream" guy is frightened and helpless. Totally different moods being conveyed.
As others have pointed out, Wah Chang had done previous designs that resembled the Balok puppet. Note, for example, that the puppet has bulging veins on the sides of its head, very much like the Talosians. There's also something vaguely Satanic about his appearance, with the hooked nose and pointed chin, and the suggestion of horns at the temples. So if any works of art were influences on this, they'd probably be works depicting Satan or other malevolent figures. "The Scream" is not even in the ballpark.