from the point of view of pious Muslims, Yazidis are satanists [...] what's the Christianity's historical record for attitude towards devil worshippers?
The closest parallel might be to Catharism, a Gnostic-influenced sect treating the God of the Old Testament as an entity separate from, and opposed to, the God of the New, and which was denounced as a "religion of Satan" by contemporary Christian authorities. That was bloodily suppressed in the Albigensian Crusade. Manicheanism among other early Gnostic groups was similarly accused as well, but it's much older and less well documented, and reached its greatest popularity (and experienced its greatest persecutions) in areas without Christian majorities.
A few explicitly Satanist groups have popped up since the 18th century, but they've universally been small and insignificant, and don't seem to have experienced much persecution outside of social disapproval. Outside of fundamentalist circles they seem to be treated as immature and insincere more than anything else.
On the other hand, unfounded accusations of Satanism seem to be fertile ground for moral panics -- from the witch trials of the early modern period (which, Wiccan lore notwithstanding, almost certainly didn't target any particular belief system) to the more recent Satanic ritual abuse panics.
The closest parallel might be to Catharism
I would probably say that the closest parallel is the persecution of witches in medieval Europe (including but not limited to the witch trials).
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