Adramelech
According to Collin de Plancy, Adramelech is a high chancellor of hell who tends to Satan's wardrobe. He was also the god in 2 Kings 19:36-38 to whom the Sepharvites worshiped through human sacrifice.
Below you will find a list of demons that are often associated with or can take the form of a peacock.
Andrealphus
Andrealphus, the 65th spirit, is a Mighty Marquis, first appearing in the form of a noisy Peacock, then in human form.