Don't tell anyone I told you this...but I have it on good authority that the show is almost completely set on a revolving turn-table and that there are several conveyor belts set across the stage in which set pieces and characters seamlessly move across. This is alas all I have heard.
Maybe they'll go the way with wicked with the ruby slippers. Just shine fluorescent green lighting on her!
A little known fact is that in the original screenplay, Pan's Labyrinth was Pan's FLAByrinth. Hmmmmmmm...glad they changed it.