Graham Williamson’s review published on Letterboxd:
It doesn't have the flawless build-then-erupt pacing of The Wrong Trousers, but in every other way Aardman's third Wallace and Gromit short matches or exceeds the standards set by the breakthrough previous entry. Without ever feeling rushed, it covers a phenomenal diversity of tone and subject matter. As well as the three "s" words which are essential to this series - steampunk, slapstick and slice-of-life - it also adds a movingly restrained romance, an unforgettable Terminator spoof, Hitchcockian wrong-man melodrama, war-movie airplane dogfights (with actual dogs!) and a first airing of the vegetarian concerns that powered later Aardman movies such as Chicken Run and The Pirates! In An Adventure With Scientists!. The plotting is no less accelerated; as soon as Gromit is framed, he's in jail, and as soon as he's in jail, he's subject to the most absurd rescue bid in movie history...
Ah, Gromit. The last of the great silent clowns, Gromit is at his most expressive here, finding hundreds of different ways to furrow his brow as he plays detective, and enjoying a surprising number of Laurel-and-Hardy-style looks to camera. The biggest laugh of the whole film comes with his reaction to Wallace talking about an invention that was tested on him; it doesn't really translate to print, but it's a thing of magnificence. Peter Sallis as Wallace is also on peerless form, making punchlines out of apparently completely unremarkable lines of dialogue ("Windows are our spec-i-a-lit-ty!"), and Anne Reid creates a sympathetic, flawed character in Wallace's love interest Wendoline.
But the rewatchability is all down to the sheer joke density. Sat on his bed in prison, Gromit reads a Penguin classic with The Wrong Trousers's villain Feathers McGraw on the sleeve  - it's Crime and Punishment  by Fido Dogstoyevsky . That's three jokes in the first second of an establishing shot, which feels like a world record. So much of the universe of Wallace and Gromit is laid out here, and in the introduction of the weedy but heroic Shaun the Sheep, a TV legend is born.