Dyson has an interest in the supernatural fiction of English writer Robert Aickman and has adapted Aickman's work in a number of media. With Andy Nyman, he co-wrote and co-directed the supernatural-themed stage production "Ghost Stories". The play broke box office records at the Liverpool Playhouse and Lyric Hammersmith theatres, where it had its first run between February and April 2010. It transferred to the Duke of York's Theatre in the West End in June 2010, where it ran for thirteen months. In January 2011, he returned to the Lyric Hammersmith with "Roald Dahl's Twisted Tales", the first stage adaptation of Roald Dahl's short stories "Tales of the Unexpected". A film adaptation of "Ghost Stories", directed by Dyson and Nyman, and starring Nyman, premiered in 2017.