having nightmares about things that happened in canon
They're given amnesics when things go wrong in the Mirror Dungeons or on side missions—they were granted them for the aftermath of the encounter with the Middle in District 21, but their mental development is the goal, so they live with the memories of every adventure.
It was a month before Sinclair stopped dreaming about Kromer and what had happened in Calw every night—now it was only most nights, crawling up the hill of corpses while his flesh melted and her laugh and her hammering the nails into his family and the Sinners and his family and the Inquisitors surrounding them and her mouth and her awful groping hands... But then it was only most nights, and finally just some nights.
But other things come into his dreams—Ricardo, Cassetti, Ishmael covered in the flesh of the Pallid Whale, too many different Abnormalities, dreams of mirror worlds that might have been... He never tells the others or complains(they have more than enough nightmares of their own, and he knows they'd tease him and laugh at him for being too soft), just lies there in his childhood bedroom(it's usually that, at least—sometimes it's a flat he rented before joining the company, or one of the rooms that Abnormalities live in in the Mirror Dungeon, or the claustrophobic bunks stinking of whale guts the residents of Pequod Town had let them use) in the early hours of the morning, calming his breathing and lying there, unwilling to get back to sleep.