I think that if it is a dream, and not astral travel, then the demons are 'created' by your subconscious, and agree with Dolphin and Oster that you should talk to them and ask them what they want, or what they represent. As you seem to have excellent control over all other aspects of your dreams, you should be able to prevent them from hurting or suffocating you whilst you converse.
If it is astral travel then I don't have any suggestions, as I have not done that in many years.