Vampires, werewolves, elves, dwarves, merfolk and all manner of other magical creatures, collectively known as "immortals" due to their eternal youth and immunity to disease, secretly live among us. While most local law is determined by whatever clan of immortals holds power in the area, all immortals everywhere are beholden to the law of a group known as the veilkeepers. The veilkeepers are responsible for enforcing the "Veil of Ignorance", the status quo in which human society at large carries on in general ignorance of the existence of the supernatural.
One of the three major rules, and the one most relevant to this question, is 2: The Rule of Noninterference. Which says the following: "It is forbidden for any immortal or immortal-aware human to, whether directly or by proxy, turn, control, steal from, socialize with, befriend, persuade, impersonate, assault, kill, threaten or become anyone involved in CLeMP."
CLeMP being an acronym that stands for: Culture, Law enforcement, Military and Politics. Culture specifically being defined as "Culture: Celebrities, artists, musicians, writers, and anyone whose name and face are both well-known to human society."
Which essentially means that if any immortal or immortal-aware human wants to make a book, or a play, or a movie, or take part in any sort of storytelling, the only demographic that can know about this media, and therefore buy it, is the at most 1% minority of the population that comprises immortals and immortal-aware humans. (immortals being 1 in 1000, immortal-aware humans being up to 9 in 1,000).
This presents a bit of an economic problem, because while the demand has radically gone down, supply has not. Dracula may not be able to sell his memoir to mortals, but his vampire customer-base is still free to buy things made by mortals. That isn't a problem with nonfiction, where the author is providing information about the secret world that the ignorant humans can't provide, but for fictional, artistic work, they're still competing with all of the writers and directors and musicians that the wider world can produce.
So it stands to reason that if immortal culture has any media or stories of its own, it has to be purely amateur stuff that they have no expectation of making a living off of, or stuff they can do far more cheaply or at higher quality than humans can so the increased profit makes up for the lower sales, or it fulfills a marketing niche that human media cannot satisfy.
Given these limitations, what is the predominant form of media that such a secret subculture of magical beings would produce?