Matthew, any ideas about the kind of country/area you want Abraxis to hail from? I have sourcebooks for a country with knightly traditions (Taldor) that might be good. Of course, he could always have fled from Cheliax (run by worshippers of Asmodeus and rife with Tieflings). He could have been born to crusaders joining the fight to close the WorldWound (entry point for infernal beings into Golarion). Varisia's got a sort of gypsy thing going on.
Also, don't forget he's got another feat coming (GM 'Leveling the Field' bonus) and needs to buy some equipment.
If you've got too much going on to figure weights and such for the equipment let me know - if you'll just list it I can take care of the rest.
BTW, which skill did you add as a class skill for the GM bonus?