If we're talking "Buffy the Vampire Slayer" Vengeance Demons, then the mythology would support it being used as either a template (or, less likely, a prestige class).
The main thing would be to figure out the nature of their "wish fulfillment."
Such demons tend to have been at least adept-level mortal spellcasters, but all they seem to consistently do on-screen is summon up demons to exact a particular revenge, or transmogrify mortals into demons for similar reasons.
Granted, that could simply be Anya's focus, as determined by the spell she cast on her husband Olaf.
Any other thoughts?
- Devon