A difference is that Wolfe actually is Catholic, but Blish IIRC was an atheist; and while Wolfe likes Borges and Chesterton, Blish liked Joyce and Cabell (and Star Trek) ;). The ending of CoC has been discussed a bit (maybe in Foundation). It might be reminiscent of Wolfe in that there are natural and supernatural interpretations, with no definitive answer one way or another.
David Duffy, wondering what ending Mantis would have preferred for Theron Ware?