Valkyries should be able to guarantee Mjollnir auto-returns safely (with no chance of hitting you) either by being piously aligned or having maximum Luck.

Mjollnir will evade your grasp and refuse to be picked up if your alignment record is less than pious, similar to how it can only be wielded by the worthy in the Marvel universe. (Though this might mean it should be changed to a lawful artifact rather than a neutral one.)

Wielding Mjollnir (or potentially any artifact) after it was gifted by your god requires the god to spend constant divine attention on powering it. In game terms, this means that your prayer timeout will never drop below some minimum of a few hundred turns, because the god will not take kindly to requests for more assistance after they are already constantly giving you it.

In variants that have multiple Norse-based non-quest-artifacts, valkyries recieve a randomly chosen one of them as their first sacrifice gift.

If Mjollnir is thrown and would hit a valkyrie player monster wearing gauntlets of power, they catch it instead.

Invoking Mjollnir allows you to cast a bolt of lightning as if from a lightning wand.

Mjollnir confers shock resistance.