Since we already had such an RPG a few years ago, I'd like to play my character from then. 
He is based on the Angel Abdiel, but he fell from heaven in the past, since it came out that he supported Lucifer all the time, but was not questioned in first place because he was a child of the Archangel Michael (if you allow it, I wold leave it like this otherwiese, I have no problem to change it). Now he/she is in hell. Changed her name into Arianne (if it's okay, that those beings are genderless otherwise, she will be female from the start) and serves Lucifer as a maid, but also fullfills his will outside his residence, which would fit into your idea of a group of demons, having a special task.

The thing about Arianne is, she is very fake, scheming and egoistic. She would do nearly everything for Lucifer to gaign his favor, but in the moment she sees a chance to cross him, maybe get the forgiveness of her father, she would cross him, to get her wings back!