Usually when I write about a comic strip playing with the conventions of the medium, I'm talking about Lio or Barney & Clyde. But in this case, it's Baldo, by Hector D. Cantu and Carlos Castellanos.
The panel borders are part of the lexicon of the comic strip. So much so, that the reader just doesn't see them. Until they become part of the story, as they did in this June 19, 2016 Sunday sequence.
Baldo's father talk about using borders to protect his son is one most any parent in the real world would use. But with Baldo holding parts of the panel borders in his hand, the words have a double meaning (and set up the punch line).
Strange characters aren't just dangers out in the world -- they're the characters in the strips surrounding Baldo on the comics page.
A nice example of meta-humor.