She's a lonely child who uses puppetry to entertain herself and also to enforce her presence in front of others as she's frail, by showing these seemingly 'alive' puppets who back her up. But she's actually controlling them herself.
The fact that they supposedely mimic her parents is very likely her own doing as well, unconsciously trying to revive their company. In fact, in the end Mnejing actually changes becoming a representation of Razfahd.
Sure, this is fantasy and they could very well be possessed by their spirits, however I think it's likely that it's just Nashmeira's feelings affecting them entirely.