Reddit reviews The Wide, Carnivorous Sky and Other Monstrous Geographies

Spoiler alert, the sky is carnivorous.

I'd recommend branching out into weird fiction generally more than following "Mythos" stories in particular; the former are more likely to be meaningfully "Lovecraftian," while the latter are mostly Derlethian.

Arthur Machen, Robert W. Chambers and Lord Dunsany were all significant and visible influences on Lovecraft. For Machen, look into "The White People" and "The Great God Pan;" for Chambers, The King in Yellow collection; for Dunsany, The Book of Wonder. Of the three, Machen is closest to Lovecraft's pessimistic science fiction and Dunsany closest to Lovecraft's romantic dream stories. S.T. Joshi writes outstanding nonfiction and literary criticism of weird fiction; pilfering his sources is always a good idea.

For more modern authors, Thomas Ligotti is worth checking out; particularly Grimscribe or Noctuary. "The Tsalal" is my favorite, of his, and shows a Lovecraftian influence but very much goes in its own direction. Junji Ito is also significant--especially Uzumaki. Peter Watts is, along with Lovecraft, one of the only authors to have shown any comprehension of what "aliens" mean; Blindsight is wonderful. I've heard good things about this collection. Laird Barron and John Langan should be on your radar, too.

Also, worth noting: I'm a bit of a snob. I think the Derlethian "Mythos," "big weird monsters in a continuous world a la a madder, bleaker Tolkien" thing is fun, but I much prefer the nihilistic, cosmicist vein that Lovecraft's own work fit into. So, no eldritch Cthulhoids here; just yawning voids echoing mankind's ultimate irrelevance.