As always lists are very dependent on the schemes and strategy available. In my opinion, having the 1 sorrow is very worth it. With Pandora's Inflict tactical action you are potebtially handing out 3 damage each to a group of opponents. Given she can do this 3 times, it can be huge. I have started coupling her with an insidious madness to devastating effect. In my opinion the insidious madness is worth more to this crew than iggy purely because it makes cheating those inflict WP duels a really touch choice as it will burn your hand in a flash. Even with a full hand you could only cheat 3 times and assuming you can get Pandora into a group of your opponents models they could be making a lot if difficult decisions. Coupled with the fears given form upgrade they will be needing to flip a lot if high cards or they'll end up in a bad way.
I managed to get Candy and Pandora each with fears given form, an insidious and a sorrow all in the midst of Seamus, Sybelle, Bette Noire, Mad Hatter and 2 rotten belles.
It was absolutely savage. But I had to be very careful with my model placement otherwise it would start forcing me to have to pass those fears given form checks on my own models.