I can see it doing Samurai Jack sort of thing where the first episode/pilot setup the story and the rest of it is different while keeping focus on the main character.
Instead of being just him trying to escape from hell constantly being the plot, it's about his...uhh...'life' as part of hell.
Can probably get pretty emotional/drama if done well like how the 'grim reaper' stories can do (Hell Girl, Shigofumi, etc)
And the best part is author already have an easy 'end' card ready - just get to him either leaving hell to reincarnate or choose to permanently stay (you never know, he might have/develop lamia fetish like a certain someone)