Thanks for the reply, but I'm affraid thats not it.
I'm not sure the villan name is Mendoza, but thats what I recall.
The Series is from the mid 90's I think (and Puppets Who Kill is from 2002). They didn't look like ordinary puppets.
I'm not sure they are even puppets, They were more like Dolls. Its one of these mini shows you make by shooting a frame every minutre or so, and during frame shoots you change the doll posture.
The Investigator wore a long robe, and beneeth it he was riding on wheels.