From the essay, it seems that "creepy" in this context means someone who is really doing disturbing things and covers it up.
Specifically, creepiness comes from the Shadow inadvertently exposing itself. Everyone has a Shadow. We all have done things we're not proud of and prefer not to talk about.
But when you continue to do them, whether out of self-gratification or compulsion and then hide them because we're aware of the consequences, that's creepy. It can be as horrifying is John Wayne Gacy's story, or much more subtle and low-key like the guy who constantly flatters and pretends to be a woman's friend when it's clear to everyone that he really just wants to sleep with her and is trying to manipulate her by guilting her into liking him.
Remember, creepiness is the accidental exposure of the Shadow contradicting the facade.
If so then being creepy would make you no different than any non-dark performer because of the fact that you don't show your creepy side.
Again, creepiness has to be done subtly, tactfully, and with the utmost restraint in performance.
Showing people severed body parts is neither spooky nor creepy. It's tasteless and gross. However, a performer who uses a set of knucklebone dice in his act and very jealously guards them, has an air of creepiness about it.
It all comes down to motivation. Not talking about your Shadow because it's embarrassing is not creepy. Not talking about it because you know people will percieve you as a threat is creepy.