As charming and cellulite-free as those ladies are, T&A do not make your story scary any more than they make it a romance.
Stripping makes the story scary.
What you are stripping away are the veils of normalcy and safety -- slowly, thin layer, by thin layer. The Glitter Club will tell you the values of tension and anticipation are how you get $20s instead of $1s.
Example: Stephen King's Misery. Author engages in a seemingly normal celebration of writing "The End" of his first non-romance book. First veil of safety to go? He gets shit-faced. (At first blush, it seems harmless because "everybody gets drunk sometimes.") First layer of normalcy to be removed? The impulse choice to to break his routine and not go back to NYC but to go celebrate in LA. (OCD folks are already screaming, "Noooo, not the plan! Don't deviate from the the plaaaan!) What does King take away next? Nope not the snowstorm. Not yet. Paul gets behind the wheel. That layer of safety? Fwhoomp. Gone. (Already the audience raised on the mantra of "Don't Drink and Drive" is cringing.) Now Paul is isolated. Then there's the snowstorm, the accident ... and, well, Annie.
King is very adept at tugging the threads of a seemingly normal life until everything unravels. He starts with plausible everyday scenarios. He keeps the audience wincing, cringing, and screaming "don't do it" by starting slowly and letting his characters make decisions many of his readers could make. The escalation of tension is result of the facades of normalcy and safety being stripped away until the reader is certain there is only one plausible result left for the protagonist.
The wonderful thing about this approach is that it works for novels, novellas, and shorts. Start with the common then take away the supports on which everyone relies.
Would you, dear reader, describe for us the most memorable stripper scene from your favorite spooky story?