Okay, maybe this would have already been totally obvious to me if I'd ever GMed the game... and maybe it's right there in the rule book somewhere... but it just now occurred to me that if we do char-gen before I come up with my adventure, then I can use the players' pillars to come up with my horrors.
"Oh, your guy relies on his military position and connection to a strong and orderly institution? When things get rough, he can think 'I'm a soldier' and will himself on? Great! I'll make sure that my outer god or cult is manipulating the army, to set up a mind-blasting reveal!"
Thus committed, I could also guide the players in coming up with fertile pillars.