On rewatching I think Marilyn is my second-favorite character - mainly for her scenes with Grandpa. Her false front of normality makes her creepier than most of the rest of the family.
Herman and Lily are the real "normal" couple, emotionally - mainly expressed through their concern for Eddie's well-being and a little frisson of domestic angst. Grandpa is a monster who views humanity as prey. Marilyn is conflicted, like everyone but Grandpa, but hers is that she's a monster who empathizes
with the prey.
Her delivery of "then they've found a home at last" is one of the most delightfully weird character moments in the show, and very much Bryan Fuller.