I am in the same boat about the Atrocity Archives, I want to see if there is something I haven't read before first.
For anyone who is possibly interested in the Laundry Files, they are certainly Lovecraftian, but they have a lot of dark humor. Almost a James Bond meets Lovecraft with additional governmental red tape and office politics thrown in for good measure.
There are also some free novella's available that are set in the same world. These are all set after the events in The Atrocity Archives so there might be some spoilers, but I don't remember anything specific. It has been 5 years since I read TAA though.
Down on the Farm - 40 pages - This was my favorite of the three.
Overtime - 25 pages - Hugo Award nominated novellette, 2010
Equoid - 65 pages - Hugo Award winning novella, 2014