Light, heat, force and pressure—and even emotion—effect demons in this world; but, this vulnerability is not news.
In the Old Testament, we read that Abraham wrestled an angel, which is a demon by another name (and is not to be confused with a holy angel of the Lord), and that Abraham won. We read further that, out of spite and resentment, the angel (or demon) maimed Abraham's hip, so that he walked with a staff for the rest of his life.
Similarly, I find that some demons can be handled by conventional means (and, that they can be very spiteful for being handled).
We also read in the Book of Tobit (Catholic Bible) that the Angel Raphael instructed Tobias on the use of fish guts in making anti-demon smoke. This implies that demons, or at least Asmodeus, breathe air, and can smell.
This correlates to my personal experience, as well, as members of the Red Horde blow their signature scent from their mouths in order to announce their arrival. So, not only do they possess a sense of smell, but they actually emanate smell, too.
As to their sensitivity to smell: the Bible rings true, as the smell they emanate can cause paralyzing fear in humans (I speak from experience). It stands to reason, then, that some smells can do the same. This now-confirmed fact could be why the Voices Demons have long insisted that I have no incense ("people won't believe this," they just said).
More to come...