Personally the one that gets me is that Dr. Jekyll was inspired by Moriarty to create his distilled-evil juice and was also acquainted to Holmes and Dr. Watson. And then Holmes has the gall to tell people that he might be fictional when there's clearly extrafictional stuff in his backstory. (This is probably where his vaguely-hinted-at culled timeline thing comes in, I guess - they might be fictional in our timeline.)
But yeah, Dantes definitely seems like one of the least fictional fictional characters.