Symbolism, Imagery, Allegory
Bow chicka bow bow. A sexy lady, a fur muff, a man-turned-insect...
Ew.
Gregor has one possession, it seems: a picture of a lady wearing fur:
[The picture] showed a lady done up in a fur hat and a fur boa, sitting upright and raising up against the viewer a heavy fur muff in which her whole forearm had disappeared. (1.2)
Now this might not strike you as the most erotically-charged picture in the world—this woman is wearing an awful lot of clothes—but it has pretty sexy symbolism. It's hypothesized that this picture portrays the so-called "Venus In Furs" that inspired Leopold von Sacher-Masoch's 1870 novella. And yup—that's "Masoch" as in "masochism."
So we get a little inkling that Gregor (as a human) might have been into a wee bit of pain. In fact, one of the few moments of physical pleasure Gregor-as-bug gets is when he, um, straddles the picture:
[H]e saw, hanging conspicuously on the wall, which was otherwise bare already, the picture of the lady all dressed in furs, hurriedly crawled up on it and pressed himself against the glass, which gave a good surface to stick to and soothed his hot belly. (2.25)
Whoa, there. Cool your jets, Gregor.
But let's turn away from the furry lady and talk about the frame around the photograph. That's right—the frame.
When we see characters doing something artistic in a story, it's usually a signal that the author is making some commentary on what he or she is trying to do as an artist, as a writer. Now the frame is something that Gregor artfully crafted in his free time, when he could have been wooing marriageable women or working on selling more fabric... neither of which he accomplishes successfully.
An allegory, perhaps, of Kafka's own little novella, which (one could argue) is just a story and doesn't really contribute anything tangible to society? That's certainly a question the story raises about itself. And if Gregor represents the writer-figure here, what does it mean for him to be turned into a vermin? Nothing—and no one—is safe from Kafka's irony, not even Kafka himself.