A few ideas:
Hela takes Jimmy Kincaid soul to Hel and claims him as her son and uses this to torment Jane.
A demon that Odin banished to Hel long ago has given a powerful demonic sword to a Death Metal musician who uses enchantments through his songs and sacrifices virgins at his concerts.
A psychotic alien named War Ghoul goes from planet to planet to fight every powerful God he comes across.
A Neo-Nazi bodybuilder who looks a bit like Thor has been given a powerful magical hammer by Captain HYDRA through unknown means and calls himself Worthy, and uses his skinhead friends who have been given prototypes of a super solider serum which turns them into albino Hulks as henchmen.