If you want to break somebody deprive them of all their senses, if they can survive without food give them nothing. If they need it give them something bland and tasteless. They will eventually break from a lack of stimulation. The abyss is awesome at this as their really isn’t all that much. The fact that demons can travel quickly through flight is likely the only thing that allows them to meet others and travel any significant distance to most places.
Also do demons have spaceships they stole from the future which they use to abduct people in the past. If humans had a high tech world it would stand to reason that they would have spaceships. It would then also stand to reason that demons would want one. I know for a fact that I enjoy the thought of owning an orbital space cannon.