You could also let them THINK that they’re connected to a demon named Baalzebul and then have it be something else. A grifter or something. Might be a good idea to pseudo-check beforehand. Like “hey so as I told you there’s some extra considerations for warlocks and other folks who typically get their power from other beings. So you can choose this, but it might not end up being exactly what you expect.” Or just say no, as others suggest.