Add a room or level to Shadow Lair that is a winner take all battle between 2 -4 players. Only the player who survives gets the payout. Our weapons can hurt each other in Lockdown, so we know you can do this. There's no need for a new in-game game. Rather, make a gate or level in addition to what's out there.
Shadow Lairs cost 1800CE to enter (1700 minimum, with 100 ME) and have rare ingredients. People would not want to enter a Shadow Lair if they thought they might be killed by the other players and have spent that CE for nothing.