Japanese folklore. A husband and wife pair of murderous bandit Oni stopped by the Emperor Tenmu of Japan. Tenmu outwitted them and convinced them to reform into ascetic disciples.
"Origin: Japan. An attendent of En no Ozuno, founder of Shugendo Buddhism. Legends say he looked like a demon, but was really just a devout practitioner of Shugendo, knowledgable in metallurgy and medical herbs. He is the husband of Goki."
—Shin Megami Tensei A-Mode DDS Dictionary
Goki
"Origin: Japan. An attendant of En no Ozuno. Like Zenki, legend has it that she was a demon or tengu, with magical abilities. She is Zenki's Wife."
—Shin Megami Tensei A-Mode DDS Dictionary
Shin Megami Tensei IV Apocalypse
The two Oni return as men dressed in suits in the Messiahs in the Diamond Realm DLC. They both still serve En No Ozuno, with Goki healing Nanashi and Zenki returning him back to Tokyo.
Devil Children Black Book/Red Book (PS)
Zenki and Goki are obtained upon defeating En no Ozuno in Battle Net.