I have no idea what character you're talking about and how it looks like since it's been a while since I last played this game, but here are some suggestions.
1. Let's make up a new name. For example: Barack - ack + ney = Barney. Sounds relaxed and familiar, and I don't know any celebrity or important person by that name that could feel offended.
2. Let's use the name of an already existing demon that is not The Lord Of All Darkness. A demonic name that not much people know so that it's not too intimidating, possibly ended in "-elly". Something that doesn't make the user assume that playing with that character will make a giant ball of fire around him that melts the snow while a cantata sounds in the background.
3. Satan - a = Stan. I think Stan (or maybe Stanley) would also be a funny name for a demony thing. Another possibility would be "Lucy", but a female name sounds a bit weird there (even despite as far as I know demons are genderless)
Personally I wouldn't like using "Beastie" unless the character really resembles BSD's Beastie and is supposed to be the same one.