How does Grimdark work?

I've read a lot of posts in the past about how going grimdark works, and obviously I read the comic, but I still get confused. I can understand the reasonings behind why characters in canon went grimdark but find it hard to apply elsewhere. What's a good guideline in regards to writing a character going grimdark? Whether it be writing an OC going grimdark or an AU of a canon character.