I've been exploring the Mythos and HPL-influenced works haphazardly, but as far as HPL's contemporaries and near-contemporaries are concerned, I've somehow never got beyond Bloch (or even managed to finish Mysteries of the Worm.) I've read Joshi's book about the Mythos, but not the anthologies he's edited. One problem is that many of the books I'm most interested in, such as Bloch's Strange Aeons, and Manly Wade Wellman's The Hounds of Tindalos, are out of print, and difficult to find at reasonable prices.
By chance I've just started reading a new collection by Joyce Carol Oates, called Night-Gaunts and other Stories . Only the title story, which I haven't read yet, has any connection with HPL, though his poem Night-Gaunts prefaces the collection.