Several of the pastiches either specifically mention, allude to, or imply Lovecraftian demon-gods...
Cthuaga, Ithaqua, and Nyarlathotep are all called by name in John C. Hocking's excellent CONAN AND THE EMERALD LOTUS. Cthuaga is called upon for fire magic, Ithaqua for air/cold, and Nyarlathotep, well... nobody calls on him for magical aid, but his temple and evil influence can be felt, nonetheless. :twisted:
John Maddox Roberts' places Cthulhu in a (red, raw and juicy) cameo during the final conflict of his novel, CONAN THE MARAUDER, and later Tsathoggua in his flawed but fun CONAN THE CHAMPION. Neither is named, but I know squid-head and fat frog when I see 'em. :wink: