The Djinn are the "fire demons" you encounter in chapter 21 and beyond.
The easiest way to do this is to load up chapter 21 on easy difficulty and enable infinite ammo and select either "Sully's Dragon" or "Draza's Dragon." You can get this in the first area with enemies on chapter 21 with only 1 reload; kill 3 enemies, reload, then kill 2 more. If you kill all 4 you'll have to progress to the next area and it takes a little longer than just reloading the checkpoint.