Lesson learned from: Santa's Slay (2005)
This applies to any kind of horror, comedic or otherwise.
You know Leatherface, the hulking, skin-wearing cannibal freakshow in Tobe Hooper's iconic The Texas Chainsaw Massacre (1974)? Pretty damn terrifying, right? Leatherface fits into that movie perfectly, since, like the rest of its cast, we've never seen him before. For all we know, The Texas Chainsaw Massacre could actually be some kind of Man Bites Dog-like documentary, in which real backwoods nutjobs kill real flower-child innocents. It feels that real.
Now try to imagine The Texas Chainsaw Massacre starring a professional wrestler as Leatherface, and not then-unknown actor Gunnar Hansen. There's no way you'd be scared of him. It'd be unintentionally goofy, not paralyzing scary. In other words, it'd be the 2006 movie See No Evil, the underwhelming slasher flick starring WWE bruiser Kane.
Where's Paul Bearer when you need him?
Or, even worse, it'd be the wholly unfunny Santa's Slay, that Yuletide shitshow starring one-time wrestling champion Goldberg. Pick your poison.