Within Pan's Labyrinth I was able to see a connection to both the Grimm and Disney versions of The Little Mermaid. In Pan's Labyrinth Ofelia is given tasks she must complete in order to keep her immortality, and she must fulfill them by the next full moon. The connection came when the Faun tells Ofelia that she only has three more days to complete her tasks. In The Little Mermaid, the mermaid (who goes unnamed in the Grimm version, but most know her as Ariel) is given three days to make the prince fall in love with her after she gave up her voice. If she failed to get the Prince to kiss her, she would not be able to stay a human.
Ofelia is unable to complete her tasks after she doest follow the rules that the Faun set and she is doomed to be mortal. However, the Faun decides to give her a second chance and she is then able to complete her tasks. In the Disney version of The Little Mermaid, Ariel fails at first and she then has to fight Ursula and in the end is able to stay human and keep her Prince. In Pan's Labyrinth, Ofelia is killed, but by being killed she is able to complete her third and final task and become immortal.
The main connection for the Grimm tail is the inability to complete the task and untimely ends in death. The Mermaid turns into sea foam after not being able to get her Prince, Ofelia is killed by her step-father. With Ofelia's death though, comes the connection to the Disney film.
Ofelia refuses to spill the blood of her brother, and in the end is killed by her step-father. By him killing her, her blood is spilt and this completes her third task. With the Disney version of The Little Mermaid Ariel is able to defeat Ursula and she is able to then stay human and keep her Prince. In both tales, the compilation of tasks lead to their "happily ever after".