In Season 2, it shows a green ninja mask which could be Lloyd Garmadon.
In Season 3 Rebooted, it features Zane's face with a tan flatop hair and a white mask on it.
In Season 4, it shows a same ninja mask that is similar to the one from season 2, but in red that represents Kai the Red Ninja.
In Season 5, it shows Lloyd's mask in black and green.
None, but the face and eyes that open and close could get some. However, the voice of Sensai Wu is harmless and not scary at all.