The joke in the second one is that Bombermen have no visible mouths or jaws. This and the disturbing look of Mighty's face are what make Birdy's dream so strange. But now I explained the joke (in one way or another), so I kinda ruined it.
Mighty doesn't have fingers in the first comic because he's not wearing his gloves. I suppose it's the artist's interpretation, that Mighty would have regular Bomberman hands without his gloves on. Also, the Shitennou from SB4 were Bombermen who had fingers. So did the Fiendish Bombers. Then again, they were cyborgs and the Shitennou probably were also something along those lines.