I think the best non-theatrical Undertaker entrance has got to be from Judgment Day 1998. Just the perfect mix of music, pyro, walk to the ring, camera work and timing, all topped off by JR's excellent hype job and Kane just standing there not reacting at all.
Shame about the subsequent match mind...
https://youtu.be/bMNHBo38mhQ?si=8kMiXRUfKQH2b151