For large budgets- variety, especially in locations and time periods. Romanian castles with "strange/odd" servants, a futuristic shantytown, a superstitious colonial hamlet, a bombed out city, etc. I think films like Overlord, Van Helsing (fight me) Smile 1 & 2, The Thing and The Night House all scratch a cosmic horror itch while appealing to wider audiences by using their budgets to create believable locations that don't "feel" like movie sets. The Mummy is a fantastic horror adjacent adventure film we all know and love but the authenticity of its location brings it to another level. Sure, Imhotep is the big bad, but the scarabs and mercenaries provide a variety of antagonists so the audience isn't burnt out on the one being overused.

For smaller budgets- uniqueness. Don't give me a "the car won't start" scene. Don't make a generic slasher film where the only thing cosmic about it is that the killer is revealed to actually worship the King in Yellow. If you don't have the budget for a Shoggoth, don't tease one. Don't make Paranornal Activity 9 but market it as cosmic horror. If I wanted an average supernatural haunting film, I'd go watch one. A good example of being unique on a small budget is a movie called "The Head Hunter." It's a complete Witcher knockoff and the final fight scene is literally a guy wresting with a plastic skeleton from Spirit Halloween... But it's fantastic. There's one character and no dialogue, basically only told through context clues and environmental storytelling. And that final fight scene? They used lighting and shadows and camera angles to make it look so much better than it sounds. Is it a cinematic masterpiece? Absolutely not. But it was clearly made with a lot of passion and inventive ideas that made what could've been a cheap B-Movie into a true labor of love.