Written by a Dane, but set in Japan. Very short and very spooky. To do with identity loss - in a literal sense - everyone you approach is featureless, face smooth as an egg. Freaky.
Don't remember this one, but from your comment it sounds similar to Lafcadio Hearn's Mujina, which may or may not have "inspired" E. F. Benson's The Step.
From the first, I set myself against "literature"; the story was the thing, and no amount of style could persuade me to select a story that lacked genuine, unadulterated horror. For those who wanted something high-brow there was plenty.