The Deadly Toys are dolls made of leather (or even they say from skin of human victims) animated with the malevolent environment of the castle, or also from Laura's magic. These unconscious 'toys' are controlled by Laura as if they were marionettes.
It seems that Laura uses them as entertainment, as well as her personal assassins. These huge dolls attack by charging at their foes with the extremities of their bodies, or they may also try to impale their victims with the needles hanging on their back.
It's not know how many of them are in the castle, as there are many non-animated 'bodies' of these creatures in a chamber of the castle - hinting there are more.
They appear at the end of chapter 7-3, Chromatic Observatory, in which Laura, who is still furious with Gabriel for beating her in the vampire war chess game, sends her toys in an attempt to kill him. Gabriel defeats them, forcing Laura to enter personally in the battle.
Kill 10 Deadly Toys using normal attacks before using the quick-time-movement to finish them.