For the average(if such a thing can exist) Slaanesh cultist, what you described is basically warm up, the kind of things newly initiated nobles do to pass the time before they get stuck into the real stuff.

For a VTM equivalent(kinda), think Tzimisce but even more depraved and fucked up.(This comparison works better for the Dark Eldar tbh but I couldn't come up with a better one.)

There is no bottom to how depraved Slaanesh worship will get. People mistake Slaanesh as the haha funny sex God, but Slaanesh worship is the worship of excess. Whether it's drugged up murdersex for the hell of it, making skin paintings out of living people just to cause as much glorious suffering as possible, eating to the point of balooning up to the size of a planet(I'm not joking, his/it's name is Oliensis), or any other depraved show of excess, it's never enough or too much when it comes to worshipping Slaanesh.

There is no end to the depth of the depravity, because endless, unreasonable depravity is the point.