When it comes to depicting devil characters, the ones that get it know they’re evil even if they’re not always practising Christians but at least they know evil when they experience it. In the comics about the group Teen Titans there’s this character named Raven who risks going evil the more she gives into her evil father’s influence.
When she does, it doesn’t go well which makes me think it’s analogous to temptation and avoiding sin or vice or else they go bad or something like that. X-Men comics might be a bit more problematic given it tends to depict most Christians in a bad light that makes Teen Titans look like a class act when it comes to religion.
I feel in those cases that unless if they respect Christians, better that they don’t have them around to avoid disrespecting them any further. Characters like Blue Devil and Daredevil are in the danger zone in the sense of depicting devil characters as heroic, rather than being depicted as evil.
(Not that the Teen Titans are any better, but at least there’s this character who risks going evil the more she succumbs to her father’s influence.)
Better than devil characters are villains, rather than being heroic and just. Better that the character risks going evil whenever on a demonic influence, than depicting it as good and heroic.