Based on what I learned from the thread on Evil Deities and Demons in D&D:
D&D's standard demonic hierarchy probably wouldn't work well within the setting. I think it needs to be changed toward Unique Demons and Unique Angels rather than faceless hordes of Lemures and Cherubs. Still have different kinds of demons, though. Because each demonic "Kind" represents a specific form of corruption. Succubi represent sexual depravity, Vrocks as greed, Quasits as pride, Nalfeshnee as gluttony, Mariliths as wrath... you get the idea. Maybe do specific succubi that continually plague a given character/party rather than some random succubus?
Similarly, Demons are, or were, spiritual issues people had based on emotional and psychological issues. A succubus, for example, might represent someone's inability to control their libido, whether through socialization, trauma, or biological quirk. Such a person might be able to defeat their issue in a given situation, but it doesn't become significantly easier for an addict to avoid relapsing into their addiction just because they've avoided it in the past. It's a continual struggle and demons meant to signify that role should probably continue to be a danger for that reason.
Corollary Thought: Might still be good to have Demons as Tempters toward Transgression and Angels as Forceful Redeemers. Where a Demon will try to pull you into transgression through guile and trickery so that it feels like you're the one doing it, while an Angel does not give you a choice in the matter of redemption, you are -forcibly- redeemed regardless of how you feel about it. Would make for an interesting structure of narrative intent wherein goodness requires explicit intention and action while evil is a slow and corruptive slide into depravity with no effort behind it.
Strongly plays into Howardian ethics, too.