I personally was always interested in seeing a wendigo that wasn’t a latex type, as shown in animal-style legends with an animal skull.

Investigating more legends and creatures, some options I found are the Pompero, a goblin from South America that is said to be helped by you if you make offerings to him, but if you fail him one day he’ll come for you (come on, that story writes itself).

Succubi / Incubi, lustful creatures that usually feed on the vital essence of people (that would have been a good Valentine’s Day special).

And the elephant in the room, continuing with the Roman and Norse pantheon, perhaps the Norse one would be more difficult to adapt since most are beings like dragons, snakes, giants, etc.

But the Roman pantheon has some “easier” cases to adapt, I’m sure there would be some way to search for possible cases of little-known gods, such as Hades wanting hell since he didn’t have Lucifer, Crowley and later Asmodeus.

I also thought of Azrael as a possible character since he is known as 'The Angel of Death.