Diavolo: When he heard you whimper he was already by your side trying to wake you up seeing you crying in your sleep so when you finally wake up he hugs you and rubs your back.
Barbatos: He knew it was gonna happen so he was already by your side and when you woke up he handed you some tea since he made tea to help calm you.
Simeon: He immediately woke you up and hugged you so close and rubbed your back a bit trying to calm you.
Solomon: He would pet you and get close to you and cuddle you to help calm you.
Lucifer: He heard a whimper while walking past your room so he went in and saw you crying in your sleep so he sighed sat down and pet you trying to calm you.
Mammon: He was coming back home late and saw you on the couch shaking and he went over and asked if you were okay and you said you just had a nightmare so he sat next to you and put his hand on your head petting you I guess or giving head pats.
Leviathan: When you have a nightmare he is not sure what to do but he tries to calm you by making you watch your (f/a) and play your (f/g).
Satan: When you have nightmares you will wake up and Satan will wake up due to your crying and he will calm you by reading your (f/b) and it'll make you fall back asleep and he'll hug you close and cuddle you.
Asmodeus: When you have a nightmare he will be giving you a lot of attention and will love you helping you calm down.
Beelzebub: When he was walking back to his room after getting food from the kitchen he heard you crying in yours so he went in and sees you asleep crying having a nightmare so he sets the food down gets in bed with you and cuddles you until you stop crying.
Belphie: He will just pull you close and cuddle you trying to help you calm down and that it's not real.
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Yay I did it-