The ice devil is only randomly generated in Gehennom, but is also a valid form for a polymorph trap - this may result in it appearing much earlier. Ice devils are also eligible for gating by other major demons.
Ice devils are much slower than their other demonic kin, with half the speed of a normal character, but make up for it with a solid -4 AC and a set of four attacks that can inflict decent damage if they all land. The sting in particular does cold damage that can be threatening to players lacking cold resistance. It is also resistant to cold damage - unlike most other demons - but a player with a decently-enchanted blessed and/or silver weapon can still make short work of it.
As a pet (e.g., via polymorph), ice devils are decent for the early game and can be used to take out peaceful monsters such as the Minetown watch or the temple priest. However, their low speed tends to make transportation a chore unless you have a magic whistle or blessed eucalyptus leaf available.
Ice devils are large semi-insectoid creatures, who are
equally at home in the fires of Hell and the cold of Limbo,
and who can cause the traveller to feel the latter with just
a touch of their tail.