I've just completed the Abyssal Champion from Dungeon Saga and the metal Efreet from the Kings of War Abyssal Army.
The Tortured Souls that Mantic produce don't to me match the description in the rulebook. For some reason they are only the same height of a man and are throwing firebolts. In the rules they are large infantry with fly and can't do any ranged attacks.
I came up with an alternative solution. I had a pack of three Basilean Elohi which I bought some time ago. They're large infantry with wings and I think with the mods I've done fit the fluff quite well. With the addition of some chains, a head swap with some zombies and some damage to their armour I think they work quite well as fallen heroes or fallen angels.