Throw it at the demons, it hurts them, yeah. But it's only a very brief standoff against these guys. The only real way to properly take them down is through exorcism and that, my friend, is not an easy thing to do.
That's..the difficult part, I'm afraid. They aren't easily spotted. However, I am providing those of you without proper protections against them with amulets that will prevent them from possessing you. Additionally, laying rock salt over every entrance within the place you are staying will keep them from entering your homes.