Are you using archer decoys, yeah?
Mictlan has good units for that, but you can even use indies.
Also you have access to many interesting flyers - beast bats and Blood summons. They'll die in packs, probably, but with Hold and Attack archers, they'll gain you several turns and do some damage.
Improved cross breeding is absolutely not bad if you took high luck. It will bring you a lot of chaff, some with immunities which go very well with your demons (i.e. the cold immune ones will be good in an army with Ice Devils and Frost Fiends, hot immune ones... you can imagine) and some occasional big boy with high HP and many attacks.
A spell you should make good use of: Ritual of the Five Gates. Check Baalz's guide about it. You will find yourself plenty of specific demons for thematic armies.
Low level demons to protect your lands, mmh.
Putting 2 or 3 spine devils in a Jaguar team can be a pointy surprise to your enemy
But if you are using blessed Jaguars, you should be able to have small and mobile squads of elite troops which can do a nice job both attacking and defending.