So as a little something in the mean time heres a little mini-module you can spring on any investigators who have already experienced a tangible enough horror of the mythos to suspect everything, it worked wonders for me.
Have the investigators travel or camp in the pine forests of new jersey. Bring continual misfortunes and nervous encounters upon them. Car breaks down at night on a long stretch of road through the forest, not seeing anyone else on the road for an hour, missing street signs and getting lost. And make sure to play up the locals telling stories about, and being terrified of, the jersey devil. Make the players as paranoid as possible that this bugaboo will jump out at them and try to end their lives, when in fact there is no such planned encounter and it is exclusively their own imaginations plaguing them.
have fun >= )