YMMV / Bobby Dollar

• Iron Woobie: The Countess with Cold Hands, a demon who was sent to Hell for murdering her abusive husband.
• Nightmare Fuel: The second book. Bobby Dollar visits Hell, and every scene — every scene — tops the last scene for cruelty, Body Horror, and all-round Squick. Here's a demon made of melting mud. Here's a demon that bites off a main character's hand. And here's a room full of tiny pickled bodies.. Tad Williams has a truly frightening imagination.
• The Woobie: Poor poor Smyler. Conceived when his father raped his mother, he was routinely beaten, abused and tormented by his mother who regarded him as evil and wrong for being a child of rape, always telling him to "smile because God loves you." Cue years later when he becomes a serial killer and kills people because he genuinely believes that by murdering them he is sending a gift to God and the angels, though when he is killed in a car wreck and resurrected by Hell to start killing people again, it is the latter that hunt him down and trap his soul. And that's before he even appears in the series...