I was just watching the scene on youtube. Of course they generally shot with just one camera 99% of the time. There's only one angle where she knocks off his wax mask: shot from her back and the dude's front. The shot of her shrieking was from her front, which would have been a take after she had already seen his face. Unless you've read they used multiple camera's for that scene.
Actually, in the book Horror Stars on Radio: The Broadcast Histories of 29 Chilling Hollywood Voices,
page 237, Fay said when she knocked the mask off she froze, and stopped, she didn't scream at all. She said they had to make a second mask and shoot it again when she recovered. Watching the scene you can see they cut away from the shot after she freezes, but when they come back to that angle, she just takes the head part off of him. If you compare the shot before and after the cutaway, you can see the angle has a changed a fair amount (Fay's shoulders are much lower in the shot).
I should add, although we can see there's a second take/angle, as the face part is already missing (in the shot after the cutaway), there was no need to make a second mask. If they did make a new mask and shot her destroying it again, they still cut away from it.
This was an interesting tidbit from wiki "The extremely bright light required for filming under the Technicolor process melted the wax figures, and they instead had to be played by actors.[6] Some actors even received eye damage from the lights."