See, I would have called it a first-person frame tale around a (modified) third person narrative - okay, I think in the last few books Snicket starts having more bearing on the actual story, but I only read up to I think the fourth or fifth book, and in those, he's very much narrating something that happened to other people. So I guess technically it's in third person, but it terms of how the story itself is put together, it hase more in common with third person.

(And there are much less extremem examples of this - it's not ucommon for there to be occasional "authorial asides" in older novels - where the narrator starts speaking directly to the audience - even if they don't have a framing story, which I would usually put in the same category.)