I have seen a set like this, or at least one quite similar:
It was online, and I remember the seller wrote "from Spain". The knights and the whole set could very well be Spanish, at least that's what I feel, too. The knight on your second picture shows a very nice smile. They are not so much little devils but little billy goats to me!
I came across this chess set on Etsy with some remarkable devil-like knights. Apparently it’s a set from the ’60s by G. Henke & Co, but I can’t find any more information about it.