This episode relied heavily on just a low-tech practical effect: a puppet in giant snowglobe with the paint and seaming visible, a torch, some dry ice... and it’s utterly credible after the initial “lol puppet in a plastic bubble” reaction because it’s a character driven episode where actors get to really act.
I wish more live media creatives understood the power of a well designed sock puppet with googly eyes and trusted their actors to make it real to us. I have nothing against CGI but when it comes to characters and monsters: I’d prefer practical effects that move naturally and have natural lighting to computer generated dragons in the dark. That’s not to say that actors havn’t given us top notch performances against a tennis ball on a stick, just that when it panned to the creature, the gaze was slightly off or uncanny valley often took over. I’ll also treasure a story with a point but bad special effects over a great special effects film with nothing to say.