Right, well... that's pretty awesome. I see what you mean about it getting out of hand, because the size of that beast makes it impractical for quite a lot of Mordheim gameplay... but it's Very Cool, & the Rule of Cool must prevail. You have what amounts to a living terrain piece, & that's no bad thing.
I think my only points of concern would be about access. I feel like they could do with a ladder, maybe just a chain-ladder (like a rope ladder, but more Metal), for access to the upper platform. & maybe a simple pulley to lift slaves to cage level. I'm sure we all know what a nuisance it is trying to lift a slave up to the higher levels of a demon-engine, especially when they keep wriggling...
Basically though, it's a great build & a fantastic centrepiece for the warband. Nice work!