Spicy Screen Stories.
The Adventure House checklist lists one issue for October 1935 and Tim Cottrill's book has it as "rumored to exist". Both mention that it may have been continued as Saucy Movie Tales. (21 issues, December 1935-January/February 1938).
After a little research, I think we can finally put some lingering questions to rest.
My 66 page issue of Spicy Screen Stories is dated October on the cover though inside it is listed as December 1935 and volume 1 number 3. Somewhat atypically, the first story begins on the back of the front cover and the table of contents (also unusual for being on the last page of the magazine) accurately reflects the contents- so therefore this is definitely not the wrong cover.
So how can we explain the discrepancy?
Research on the web reveals that this issue was followed by three subequent issues, obviously by the same publisher and cover artist, entitled Stage and Screen Stories. In fact the issue that I own of Stage and Screen Stories,volume 1 number 5, March 1936, (no image on the web) confirms this.
Why the title change? The dealer told me that he heard that the title had to be changed because the use of "spicy" was under copyright by another publisher. I can't confirm this anywhere but it it makes perfect sense since there were other "spicy" titles being published at the time.
So. Here appears to be the correct bibliographic information:
Most probably, the anticipated publication date was October 1935 (there may be issues numbered volume 1, number 1 then later corrected, but mine is listed as number three)
Spicy Screen Stories, first and only issue of this title. Cover date October, inside December 1935.
Title changed to Stage and Screen Stories, January 1936, four issues, January- April 1936, ?numbered volume 1 numbers 3-6.
Here for the first time together anywhere!! the images.
Both Cottrill and Gunnison et. al. confirm that Saucy Movie Tales began in December 1935, first issue numbered volume 1 number 3, so this is not a continuation of the other title.
To the uneducated, this all may seem pretty obsessive, but that's really one of the most interesting and cerebral aspects of collecting.