The obvious solution, of course, was to take them out of modern times and write a historical(ish) vampire story.
Then came the hard part: figuring out how to write a weird western.
Writing a weird western doesn't have to be hard. It can be complicated, mind you, because you have historical stuff blended with decidedly non-historical stuff, but if you keep a few elements in mind, you should be on the right track.
The SettingThis is one of two major things that makes a weird western what it is. The area of North America west of the Mississippi was one hell of a place. Nobody setting out to settle there had the least idea what to expect, and they often encountered lots of scary stuff, ranging from the wildlife to the natives to fellow settlers to outlaws who just wanted to kill you and take you stuff because they could. Because it was a great big expanse of unknowns, it lent itself well to ghost stories and legends and tall tales and all sorts of cool stuff.
Of course, if you want to do this properly, you need to do your research. There are lots of nonfiction books floating around that will give you a fair idea of what sorts of things were going on at that time and place, and reading any mainstream western novel will give you a pretty good snapshot of what life was like back then--wild, dangerous, thrilling, and everyone able to kill you. Not everyone was a gunslinger, but pretty much everyone able to walk knew how to use a gun.
Then again, your standard iron won't do much against a vampire, but that's there the horror bits come in.
The CrittersTake a look at the folklore of the day, and you'll find some pretty crazy stories in fairly short order. Shapeshifters, ghosts, boogeymen, vengeful undead of all shades, and that's just what the settlers cooked up. Native American folklore has even crazier stuff, with nature spirits and shapeshifting animals and things that we might call demons that will just eat your face if you don't handle them correctly or just stay the hell out of their territory. Vampires can be found in Native American lore (called Children of Jumlin, not apotamkin, which is a completely different critter), as can serviceable werewolves (not all of which are considered malevolent) and any number of things that roam around in the spirit world.
The MagicThe weird west genre always has some form of magical or supernatural element to it. This distinguishes it from its spiritual cousin, cattle punk, which tends to have science fiction elements like anachronistic tech levels. How you handle the magic and supernatural stuff depends largely on what rules you want to have apply to it. Is this something that anyone can learn (in which case your tale will swiftly become a monster-killing romp), or can only a few people use it, like shamans or whatever other Wild West wizards you want to have roaming around? Does it work well with technology, or not?
Basically, the magic goes hand-in-hand with your critters, because most wild west heroes are going to have to use something unusual to kill your beasties. Emptying a revolver into a vampire is just going to tickle him, but if you have a priest or holy man bless your gun, that's likely to get his attention a lot faster (making the guy with the blessed gun his next target, but that's how it goes). In Sheep's Clothing, my half-skinwalker protagonist Wolf was laid low and nearly killed with a silver dagger, because he's basically a werewolf from a different culture, and that's how werewolves roll.
Lots of evil critters in folklore are repelled or harmed by good old-fashioned religious items, but that might largely depend on which banes you use on which critters. A Native American beastie might laugh at a brandished crucifix, for example, while a European monster might cheerfully set a Native American totem on fire. A significant chunk of your story might be a Muggle protagonist learning how these things work from a more experienced teacher, just in time for him to unleash hell on the supernatural threat in spades at the climax.
In ConclusionA weird western, by its very nature, requires the writer to combine a lot of different elements that don't always go together. How much work you put into it and how you combine the different bits will determine what kind of weird western you have when you finish. The only real requirement is that you have a great time writing it, so that your enthusiasm shows in the final product.
And one more thing...Here's a tiny progress update on my goal of selling 1000 copies of Sheep's Clothing:
7 / 1000 (0.70%)