Our colder-than-usual October is playing right into “Bug Girl’s” chilling hands.

The shadow play is presented by Open Eye Figure Theatre on the roof of the Bakken Museum, and on Thursday’s opening night, temperatures dipped into the 40s under a star-dotted sky. But the slightly scary drama — in which a beetle-like creature takes over a girl named June after it crawls into her mouth as she snoozes during her grandmother’s birthday celebration — benefits from a shiver or two.

Created by Liz Howls, “Bug Girl” is performed by puppeteers behind three screens. Like the comic books the show often resembles, at times one scene spreads across the screens, and sometimes they show separate scenes that inform each other. The puppeteers use overhead projectors to cast the images, which sometimes suggest Rockwell Kent woodcuts but often seem three-dimensional because of Howl’s inventive use of color and dynamic effects such as a flickering bolt of lightning.

The expertly timed 35-minute show is stunningly beautiful, and that includes the opening credits. Credits are not typical in a play, but they suit “Bug Girl,” which also feels like a silent movie. That has to do with the lushly suspenseful underscoring; Dan Dukich’s compositions could accompany the people hunting down the monster in James Whale’s 1931 (not silent) “Frankenstein.” Other sly nods to the early years of filmmaking include a trick meant to resemble an iris shot, that technique in silent movies where everything would go black except a small circle used to focus our attention on part of the screen.

There is a lot to look at in “Bug Girl,” all linked by Li­ping Vong’s delicate performance as June. With a three-sided mask on her head, Vong uses her entire body as a life-size “puppet.” June is an outsider in her own cruel family, and through elegant movement, Vong conveys the notion that this curious, nature-loving girl might not mind the idea of transforming into a bug.

Using captions that resemble comic books, Senah Yeboah-Sampong’s script positions June’s tale as a story within a story. Two campers, in flashlight-illuminated tents positioned on the sides of the screens, are reading “Bug Girl” comics, and we’re seeing the five chapters that they read (a prequel mini-comic is given to theatergoers on their way into the show).

Occasionally, specifics of the story are lost — I’m hazy on the physical details of the relationship between the bug and its victims — but honestly, being able to experience a play at this moment, and particularly one as handsome as “Bug Girl,” I didn’t mind a little confusion. As two disparate creatures join forces and ponder how to move forward, it felt entirely appropriate not to be sure what might come next.