With a sharp claw, he began to tear into the wrappings and opened the box.
Inside it was nothing. Jeff, perplexed, looked further, around, under, over, elsewhere, bearing his consummate perception to the maximun. That's when he saw what was really in the box.
It wasn't nothing, it was Nothing. A pure piece of void, devoid of even the concept of nothingness. That fat bastard had given him the only thing that he could have wished, for demon lords lacked for nothing and wished for even less.
As he stared into the Nothing, Jeff began to slowly unravel under the attentive gaze of his imps. One had wished for his tormenting to stop, many other had wished for a chance to take his place, and some particularly bloodthirsty ones had longed for a good old fashioned demonic war.
The unravelling continued, the Nothing consuming Jeff piece by piece while he was kept fascinated by the present. The last part of the demon lord to fade were his eyes, and then Nothing was left of him. That marked the start of a bloody succession war.
In the embers of the chimney, reignited by a stray fireball, a soft sound echoed. You'd have to have paid attention to it amidst the chaos of the war, so no demon listened to the echoing "Ho ho ho".