A high-ranking mazoku's human projection is as perfect as it wishes it to be. Some of them, such as Xelloss, go so far that they are even seen bleeding at times, which indicates that they are even able to completely mimic the insides of a human body. (Others, such as Hellmaster Fibrizo don't bother with such details.) High-ranking mazoku have been seen creating illusions of an entire city, even taking the form of food without notice. Because of this, they rarely expose themselves as mazoku in front of humans, even when making a deal with them. Such deals are often part of a greater plan; most high-ranking mazoku are extremely intelligent and can think up plans spanning hundreds of years.
Ma-ō are immune to Dynast Breath-class spells and such magic also barely registers against other high class mazoku. Dragon Slave-class spells do greater, but still not really significant amount of damage. Spells such as Ragna Blade or the Giga Slave are required to seriously hurt or kill such beings.