You just watched one of my favorite standalone episodes, especially the "horror" type X-Files standalones. Believe it or not, it is not a fan favorite though. Most would actually prefer (and recommend to others) the previous episode "Humbug". And that's perfectly fine.
This episode doesn't get mentioned as a favorite that often, but I think it is just so extremely well executed and high quality in almost every way, totally underrated if you ask me. And I'm not even a huge fan of this particular subject matter, exorcisms etc.
So yeah, if someone were to tell me they wanted to watch ten X-Files standalone episodes to see if they like the show, "The Calusari" would definitely be one of the ten episodes I would recommend.