DISCLAIMER: This is likely to be pretty disjointed as I'm still examining this while issue. On top of that, this is all just my personal experience and falls strictly into the category of UPG. Also be aware that I'm agnostic on whether any entity, whether fictional or a convential deity has any existence outside my own head.
Yes, would be the quick answer. It's pretty much exclusively what I experimented with when I started. I've worked with everyone from The Fonz to Slaanesh (from the Warhammer FRP) to Ziggy Stardust to The Bash Street Kids.
Can I ask why you chose to work with Slaanesh (for however long)? I know a bit about him and he's. Well he's something.