Choronzon is the demon Duke who possessed Dream’s helmet in Sandman. Choronzon traded Dream’s helmet from a mortal for a paltry thing, but it was a fair trade. He had broken none of the laws of hell, so in order for Dream to get his Helmet back, he would have to fight him for it. Unsure if he was truly strong enough, Dream challenges Choronzon.
As the challenged, Choronzon was allowed to choose the battlefield. He chooses the “Hellfire Club” where they play the oldest game. There are many ways to lose the oldest games. Failure of nerve, hesitation, being unable to shift into a defensive shape. Lack of imagination.
The Rules are: If Dream wins, Choronzon will return the helmet. If Dream loses, he will serve as a plaything of hell for eternity, a slave.
Dream wins and is returned his helmet. Lucifer commands his demons to take Choronzon out of his sight and demonstrate to him his displeasure.
Choronzon is later seen in the Lucifer comic where Mazikeen summons him by meshing together the soul of a few cockroaches, he simply refuses to help her because he has sworn fealty to Remiel and Duma and furthermore says he would have sex with her if she were to release him from his cage.