My mind was blown today.
I found out that in 1986 Neil Gaiman wrote a Cthulhu short story that was published in Dagon magazine nr.16 .
As far as I can see it's Gaimans first published story.
And after some google-fu I dug it up for you.
Here you go (Link to tor.com).
Your welcome.
EDIT: Forgot to add the title:
I, Cthulhu, or, What’s A Tentacle-Faced Thing Like Me Doing In A Sunken City Like This (Latitude 47° 9’ S, Longitude 126° 43’ W)?