Howard much preferred the two man horror story of the occult, in which one who has looked upon evil introduces another to the deep well of horror that underpins accepted reality. For Howard, much modern horror of the Lovecraftian type was best explored in the context of friends conversing upon uncomfortable ground concerning the notion of Man's puniness. Conrad is an associate of a certain John Grimlin, who has just died in his care. Conrad has been charged with a disturbing funerary rite. For this purpose he talks the narrator into accompanying him to the occult figure's mansion and things follow a not unpredictable course.
An interesting aspect is Howard's use of "trending" which neither of the listeners recalling reading in early 20th century literature, no less popular writing.
The story is certainly an offshoot of Lovecraft's mythos but with a heavy-handed use of satanic references. A bit comically, the readers noted that Howard lumps "Shintoism" in with such nefarious occult traditions as voodoo and the Black Mass.
Dig Me No Grave is easily one of my least favorite Howard tales, but is delivered with depth and passion by the reader of the audiobook linked below, constituting my preferred method for imbibing this direct draught of dismay.
He: Gilgamesh: Into the Face of Time