Agree with prior two comments. The games mentioned feature it and it is expected. It isn't an underlying premise of CoC, and subverted expectations are often hard sells for gamers who have a limited time to game.
Look here I am! I do get an e-mail message when I'm tagged in Yog-Sothoth.
My emphasis on the zoog was on tricks and traps rather than weapons because how can they be warriors, really? I don't think they have a "warrior" class in their populace or an "army", so no real tradition of weapons, though obviously they can use whatever.
I'd argue that typically they would use bite and claw attacks, augmented with whatever weapons your game has which are suitable for a tiny creature. Darts, daggers, spears, perhaps small bows. Any kind of weapon that works by exerting strength like a club seems like it would be out.