For modern horror it isn't so much that you want to force the characters to do the opposite of their habits, but to show them that their belief lead to some terrible places if taken literally. I think one of the reasons Hitler is such a potent symbol is that he took a generally held (if controvesial) belief and took it waaaaay too far.

For feminists, I'd say that they should investigate the Skoptsi. Not just because they worship SN, but because they're a cult that chops of penises and believes in something other than traditional sex roles. Plus you get to threaten small children, and make them wonder about that mothering instinct they might be trying to ignore.

Gun lovers, make them face someone like Stephen Alzis. If you shoot him, he dies. But when you look at the corpse, it's your best friend or your wife. The guns work, but that aiming thing seems to be a problem. Or have Alzis curse them so they feel compelled to shoot anything that annoys them, including slow traffic and people who take ten items in an eight item or less line at the supermarket. Or maybe Steve'll curse the gun, and it will want to become part of/ get revenge on the investigator, like the rogue hands in Evil Dead II or Idle Hands.

Pacifists? They should investigate Shub-Niggurath, too, in her most peace-love-have-a-flower aspect. Maybe Yidhra would be better. But have someone who preaches oneness with the universe, but in a very Borg sense of oneness. Make them have the ability to take over a target by touching them, or embracing them. Make the cultists human, make them weak, and make the go after the agent's wife, kids and boss. Physcal contact = psychic loss, and they keep coming in wave after endless wave. Maybe he won't get a gun, but maybe he'll start to understand them.