I'm told that placing a pair of them face to face gets *really* weird.

It does. They have weird conversations with each other. Mine was better trained than my boyfriend's little brother's furby, so mine was teaching his.

When I got bored with mine, I yanked out the batteries, and then once it was dead I performed a dissection.

Take the innards from a Furby and transplant them into a Cthulhu plushie?

Only if we could make it talk appropriately. That voice coming out a Cthulhu would be -wrong-, man.