Part of that photograph looks like the one Curly took when he was in the apartment & the rest of it is pieces of his face. I don't recall seeing how Curly's face got in there unless it has something to due with Moe dunking his head in the tub containing the developing solution.
As for the missing heads, isn't the implication that the firing squad shot their heads off? I assumed we were supposed to see it the way Bud Jamison saw it, when the camera shows Jamison look at them & get that shocked expression on his face. In other words, he didn't see their heads come off, either. So, while Jamison & the guards were trying to figure out what happened, Click, Clack, & Cluck were able to make their escape. It seems to be a much funnier sight gag than actually showing the Stooges hiding their heads.
