The comedy here isn't trying to build toward anything, it's just Issei being Issei while increasingly absurd things happen around him. A possessed Issei who shares his exact perversions is the kind of stupid premise that only works because the show commits to it completely. These episodes exist in the space where ecchi stops pretending to be anything other than what it is, and somehow that honesty makes it funnier than it has any right to be.
Issei faces two separate supernatural troubles in these two OVA episodes. In the first, a rumor spreads around school that girls are disappearing and coming back sick, with smaller breasts than before. In the second, Issei and Asia, still new to working as devils, watch how the more experienced members handle their jobs so they can improve at their own. Rias then brings them along to check whether an ancient Egyptian coffin is cursed. The Egyptian magician Unas, every bit as perverted as Issei, takes over his body and will only leave once the group frees him from a curse. That curse comes from a devil whom Unas tried to make his bride. The episodes mix comedy, ecchi fanservice, fantasy and romance.
