Good point: what counts as Lovecraftian could be an entire conversation itself. But I'd say yes, Annihilation counts.
I actually think The Void is better than Annihilation, but that might also have to do with my preference for the book over the movie. Adaptation aside though, The Void gets more directly at the sheer horror of the materiality of embodiment, which I think is one of the most effective aspects of Lovecraftian style--that our bodies are already nonhuman, somehow.
Annihilation broaches the same theme, but its style feels different. Instead of horror, it goes for something more like surrealism--and a sometimes aesthetically attractive surrealism at that. In other words, whereas The Void sees the body as a potentially repulsive, nonhuman thing, Annihilation sees the body as a potentially nonhuman yet beautiful thing. There's a beauty to the human body discovering its otherness in Annihilation.
There's value in both approaches, but for me The Void taps into the more horrifying elements of that concept.