Setting and Premise, Drabbles... But no plot yet?

Honestly, I think that you have something here. I don't say this often either. It's original and definitely intriguing. Read some of Gaiman. He has plenty of twisted darkly whimsical characters and concepts in his novels as well. I know something that helps me with plot is I create conflicting motivations for each character. Then form the plot around the characters trying to achieve these ends. The result should be a complex, almost byzantine storyline.