The highlights of the first two series of Torchwood included an episode each year by Sapphire & Steel creator PJ Hammond, each of which had its occasionally nightmarish surrealism and sense of doom.
Now, one can overdo the sense of doom bit, but while Doctor Who generally shows that humans are fantastic it does at times suggest there are corners we should let the Doctor poke around rather than looking at ourselves. These would be some of those times.
Slightly distinct from regular horror stories, Hammond-style episodes dwell on the strange and hostile things hiding behind myths, or in gaps in the fabric of Time itself. The threats tend to be haunting or creepy rather than purely monstrous, although they present plenty of danger. Magritte-style off-kilter imagery would suit them. The Torchwood episodes also demonstrated that actually defeating the threat is beyond humanity, and the best we can do is figure out how they work and what rules they follow, stave off direct attacks and save those endangered.
Example: The Never
Investigating reports of disappearances near an old abandoned house, the team find people denying ever having spoken to them for no obvious reason, dogs who are “normally so friendly” snarling at people they and their owners have known for years, and... was the police liaison left-handed last time you spoke to him?