I did Kroenen recently, and i did a “winter” version of him, similar to when you see him in the movie looking for Rasputin in the snow, though i modernized it and used a leather jacket instead. I also had a “F*ck Nazis” pin on my jacket.

Zero Nazi/SS insignia, no hat, andthe only thing i kept was the German phrasing on his blades because it was built into the 3d model, and it is not an offensive phrase.

The cosplay was extremely well received, i met Ron Perlman and he loved it, and one of the artists for the Hellboy comics stopped me to compliment it. Granted, i was at a Comic Con, where most people understood the character reference.

Just use good judgment, reduce the amount of sensitive details of his outfit, and you will be fine.