I had a fun event last week at my Call of Cthulhu campaign after I killed two players via sanity loss from an elder god. How about we add that in as an option.
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When a character sees an elder god and would passes a sanity check, that character may elect to fail the roll. If they do so they take normal sanity loss as if they had failed the roll, but gain half the lost sanity as a bonus to their Cthulhu Mythos skill. Luck may by spent on a point by point basis to reduce sanity loss to avoid going insane.