The Dragon from Mars ✣ is a Heterodyne story that Theopholous DuMedd makes up on the spot to calm the kiddies aboard Castle Wulfenbach. It features the eponymous "T'Otheron, Dragon King of Mars" as the Other and purports to explain how the Heterodyne Boys disappeared during the Other War. (Notably, it is not a story of the Attack on Castle Heterodyne.)
Unlike many other Heterodyne stories, Theo gave Klaus Wulfenbach a heroic role, allowing him to rescue a wasp-infected Lucrezia Mongfish while the Heterodyne Boys were busy dealing with the dragon itself. This story was an early indication that Klaus was not on the field during the Other War, a fact later confirmed by Klaus and by Carson von Mekkhan. Oddly, the tale ends with Lucrezia alive in Europa after the Heterodyne Boys have disappeared.
The story is considered to be fiction by the Girl Genius characters. There is no evidence that Theo wove any insider information into the tale, but rather relied on creativity and popular rumor alone. However, the Professors Foglio may have intended the tale as subtle foreshadowing. For instance, Klaus has since become a revenant, it's been revealed that Lucrezia had a secret lab in the basement of Castle Heterodyne, and that Robur Heterodyne's experiments with time lured the Dreen and extradimensional beings into the world and that they came through a time window. Furthermore, the last frame may depict Lucrezia as pregnant (though she could merely be soaked to the skin). Any number of other Dragon from Mars elements could yet appear in the main narrative, so stay tuned.