Rule of thumb: pretty much anything in the Mythos that actually experiences having a perspective and the act of change can likely be killed or destoyed.
This applies to quite a lot of dimensionless creatures, as well. As an example, the realm of 'Umr at-Tawil was beyond time, dimensions, and shape as we know it. When Carter later learns the secrets of existence, he learns this:
"The world of men and of the gods of men is merely an infinitesimal phase of an infinitesimal thing—the three-dimensional phase of that small wholeness reached by the First Gate, where 'Umr at-Tawil dictates dreams to the Ancient Ones."
The universe as we know it is an infinitesimal phase of an infinitesimal thing, but said infinitesimal thing is the realm of the Ancient Ones, which while seemingly transcendent, is only a "small wholeness" in the grand scheme of things. The universe as we know it is merely the cut of that realm with three spatial dimensions, though said realm could be cut infinite ways.
"They told him that every figure of space is but the result of the intersection by a plane of some corresponding figure of one more dimension—as a square is cut from a cube or a circle from a sphere. The cube and sphere, of three dimensions, are thus cut from corresponding forms of four dimensions that men know only through guesses and dreams; and these in turn are cut from forms of five dimensions, and so on up to the dizzy and reachless heights of archetypal infinity."
Despite being dimensionless and transcendent of this hierarchy, dimensionless beings can still have some metaphysical analogue, like how the realm of the Ancient Ones does contain "shapes", but not shapes as can be defined by an infinite amount of spatial dimensions. Hence why this world, while not bound by direct dimensional hierarchy, is limited by perspective and local/partial points of view.
"These revelations came with a godlike solemnity which left Carter unable to doubt. Even though they lay almost beyond his comprehension, he felt that they must be true in the light of that final cosmic reality which belies all local perspectives and narrow partial views; and he was familiar enough with profound speculations to be free from the bondage of local and partial conceptions. Had his whole quest not been based upon a faith in the unreality of the local and partial?"
The beings of the ultimate void are the only ones who surpass these limitations, viewing existence as its true changeless totality.
"To this variety of angles of consciousness the feeble beings of the inner worlds are slaves, since with rare exceptions they cannot learn to control them. Only a few students of forbidden things have gained inklings of this control, and have thereby conquered time and change. But the entities outside the Gates command all angles, and view the myriad parts of the cosmos in terms of fragmentary, change-involving perspective, or of the changeless totality beyond perspective, in accordance with their will."
This is also why Yog-Sothoth is referred to as "an All-in-One and One-in-All of limitless being and self". It, like the other true Outer Gods, is not bound by an idea of "I am" and limited ideas of self. Even what is known as "Yog-Sothoth" is still just a fractional conception of what it truly is.
"In the face of that awful wonder, the quasi-Carter forgot the horror of destroyed individuality. It was an All-in-One and One-in-All of limitless being and self—not merely a thing of one Space-Time continuum, but allied to the ultimate animating essence of existence's whole unbounded sweep—the last, utter sweep which has no confines and which outreaches fancy and mathematics alike. It was perhaps that which certain secret cults of earth have whispered of as YOG-SOTHOTH, and which has been a deity under other names; that which the crustaceans of Yuggoth worship as the Beyond-One, and which the vaporous brains of the spiral nebulae know by an untranslatable Sign—yet in a flash the Carter-facet realised how slight and fractional all these conceptions are."
A lot of the mythos is about perspective. Perceptions of what something is or isn't, or learning how wrong your point of view really was. Something like Nyarlathotep is a good example. We never see the true "Nyarlathotep", only his avatars. These can often have nothing in common aside from the fact they're masks of Nyarlathotep, due to it being how parts of the entity are viewed from a different perspective. Even "Nyarlathotep" is just a fractional view of what the entity truly is, putting to words something that can not truly be described as a singular entity by usual definition.