There are several instances where you can see that the bandages used to wrap up the girls are pre-assembled. When the first girl is "waxed" you can see there are no joins between the bandages, they are all in one piece - almost like a body stocking. You can also see this later with Elizabeth, and it becomes more significant because you see the bandages being wrapped around her head as normal, and then when Watson pulls them off, they come away in one piece like a balaclava, which of course shouldn't happen.
This is the first movie in human history to ever to feature a fully CG (computer generated) character when the knight emerges from the stained glass window. Computer graphics had existed prior (Wrath of Kahn), but never once to simulate an on-screen character.