I've got an idea I am kind of playing around with.  It's essentially "Jonah Hex, Agent of BPRD"

So Jonah Hex, bad ass die hard cowboy guy, but he's in the Bureau for Paranormal Research and Development.  

Maybe bring it a little closer to Hellboy with two concepts.  The Red Right Hand idea, only instead of being a stone demon hand key thing more like a blessing/curse he received by messing with powers beyond his knowing.  Maybe that's how this Jonah gets into this setting.  He became a bit too curious about one case or another while working with the BPRD.  Took his investigations too far out.  Perhaps his investigations led him into Mojo's World or perhaps his investigations just caught Mojo's interest so Mojo took him for his own.

Alternatively if you don't want Jonah Hex Agent of BPRD I could do something similar with Dum Dum Dugan, investigator of weird Nazi occult bullshit.  Could go the same way where in fighting evil he's become a little infected by magic, or could go entirely the opposite way and have him be the relatively simple like Bolt Action Rifle/Double Action Revolver Mundane Brick Shithouse type.

Or if that idea doesn't really resonate with you either way I've got a rather more unique and likely comedic character. 

Shaolin Cowboy
Dark Horse property, written by Geof Darrow
Chinese Cowboy Kung Fu Post Apocalyptic Comedy Violence (with a twist)
I'd have him as sort of a Kung Fu Ash from Evil Dead.  Generally laconic, one liners, fights weird ass evil stuff, uses weird things as weapons, talks to animals, talks about previous outlandish adventures he's been on a lot.  Most of these stories sound like BS but often are true.

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If that sounds weak too then just Wolverine.  He has knives in his hands.  He's hard to kill.  He heals a lot.  He's an alcoholic.  He says Canadian things.  Maybe he decided to stay in Madripoor and become a kingpin.  Maybe between being exposed to all that violence and misery, potentially for decades as he doesnt age, he's become a lot harder and less concerned with protecting people.