Personally, I think it works perhaps even better solo as the horror theme can develop more. My experience with non-solo play is that the monster-of-the-week tends to get ignored in order to get stuck in versus the opposing squad. I mean yeah, it's a werewolf and all but by St George it's the French!
If going solo, you may wish to elaborate or modify the automated monster scripts. For example, both the Troll and the Demon have "always loaded" shooting attacks and, by the book, they will always use these even in situations where they could easily charge and use their melee abilities which are superior. You could add a subroutine to the monster action evaluation which would have them charge rather than shoot in such a situation. Random encounters and eldritch events are another way to spice the solo scenarios. If you do have a regular opponent, in addition to squad-vs-squad actions you can play solo scenarios with a human player for the monsters.