It's less just out there theories, and more "I've got a theory, now that we have declared this theory to be correct, how can we make the evidence support it?" Even if there is no actual evidence to suggest said theory in the first place.
That's an oxymoron
. You cannot have a theory, and declare it correct. It's either correct (fact), or theory. Anyways almost every theory is based on some kind of evidence. Unless it's 100% a desire. For example my theory on Marcone's eyes being a clue to something. That's not based on in book evidence, but more on writing fiction and a way to drop clues. It could be completely wrong on my part of course. It's just that:
#1. It's a supernatural book series,
#2. That particular eye color is rare
#3. Marcone is a rather large character within this supernatural world.
#4. Dresden is powered up quite a bit over time while Marcone is getting smaller, and smaller by comparison so if he's to continue to be important it stands to reason something will make him "bigger".
Again Marcone may be 100% vanilla mortal and Jim will work within that and still keep Marcone important. I just wanted to drop a possibility.