The traditional Wendigo/Windigo looks a little different than the Monster in my Pocket:
"The Wendigo was gaunt to the point of emaciation, its desiccated skin pulled tautly over its bones. With its bones pushing out against its skin, its complexion the ash gray of death, and its eyes pushed back deep into their sockets, the Wendigo looked like a gaunt skeleton recently disinterred from the grave. What lips it had were tattered and bloody [....] Unclean and suffering from suppurations of the flesh, the Wendigo gave off a strange and eerie odor of decay and decomposition, of death and corruption."
In fact, that's different from most pop culture Wendigos, which usually resemble werewolves or sasquatches. But the MIMP version is unique even among them, with its stretched jaw and ram's horns. I think I may have found the source.
In Stephen King's Pet Sematary (1983) - the book, not the novel - all the resurrections and possessions are explicitly stated to be caused by a Wendigo spirit. And at one point in the novel (when the main character is burying his dead son), the main character actually sees it... sort of. He sees its face emerge through the fog quickly and then vanish. And how is this face described?
"Suddenly the mist lost its light and Louis realized that a face was hanging in the air ahead of him, leering and gibbering. Its eyes, tilted up like the eyes in a classical Chinese painting, were a rich yellowish-gray, sunken, gleaming. The mouth was drawn down in a rictus; the lower lip was turned out, revealing teeth stained blackish-brown and worn down almost to nubs. But what struck Louis were the ears, which were not ears at all but curving horns... they were not like devil's horns; they were ram's horns."
Well, there you go. The MIMP is a Stephen King reference, ram horns and all. The teeth even seem similar.