The Wikipedia entry, for example, doesn't mention Zelazny's influence at all - only Poe and Lovecraft rate a mention despite. You've got to hit up the new kid on the block, Infogalactic, to get the straight dope. Funny that.
Once again, common consensus proves to be as reliable as common wisdom, because there's a lot more to X2 than most reviewers would have you believe. Hooc Ott sets the record straight with wave after wave of fun connections and deeper meanings to a huge number of aspects of X2. He continues the conversation over on his eponymous blog:
Beyond the Nine Princes of Amber X2 Castle Amber is a hot mess of pulp references. As mentioned there is the Clark Ashton Smith stuff as well as an Poe encounter with an Amber sister who is buried alive by her brother and calls out to him. There are Rakasta, cat like humanoids, which Alex pointed out come from Zelazny’s Lord of Light and there is the Brain Collector or Neh-Thalggu which looks to me comes from Lovecraft.
Go check it out - this is exactly the sort of wider conversation about these older works that the Puppy of the Month Book Club aims to inspire.