Yes and no...they went with the dead white make up and some black smudges. Their costumes had strips of fabric (maybe gauze) draped on them, but it wasn't an all out zombie look.
Again, it all goes back to what the OP means by "scary". If it's bloody, gory, violent, then no, it would not fit in well with MHP. If it's just dead white makeup, then it would be fine.