In "The Snow Child," the bloody chamber can be considered both the hole in the snow that the Count and Countess ride past and the girl's vagina. The Count sees both these bloody chambers as objects for him to enjoy. It is the Countess, however, and not the heroine who gains knowledge.
At the story's end, the Countess realizes that the rose "bites"; that the price of being a man's object is the pain of subservience and loss of identity.