I'd suggest ramping it up slowly, maybe for the first one or even two episodes just doing the regular "talking to the camera" thing, no change. Then maybe right at the end of the second episode, while Frank is monologing at the audience, switch to a slightly different camera angle as he keeps yakking at what you can now see is a blank wall.
"Holy shit," the viewers will say to each other, "he's talking to nobody!" It will be quite the topic of conversation at the water cooler over the next week, except that all the episodes are released at once, so it actually won't.
For the next episode, when everybody will be watching his monologues intently, you start having the actors in the background sneak glances at him, really subtle ones, like they're trying to look like they're not looking. By midway through the season, a character spots Frank talking to himself and nudges another person in the background, who shakes their head and discourages the first person from calling attention to it. Slowly the viewer realizes that everyone around Frank knows about his problem, and they're all worried about him but don't want to bring it up because they're scared of him.
It comes to a head when he's on the House floor during a crucial vote or speech or whatever, maybe he's even on national TV, and he just stops in the middle and starts talking to the "audience," which today happens to be located on an empty chair nearby. And he's just totally dishing about his evil plans.