Nearly any scene with Gaudium, but especially the one-off issue in which he and fellow Deadpan Snarker sibling Spera go on a quest. Also, if mainly in that context:
"He told us to think for ourselves, right? So how did that lead to us storming heaven in "I Love Lucifer" t-shirts?",
"If I'd had eyes back then, I'd have been staring moodily into his, 'stead of bobbing up and down like a cheap special effect."
"Slug beast! Slug beast! Giant slug beast!"
"Prepare to have a hairball moment!"
"Is it the end of the world yet?" and (moving on)
"Oh good, I thought she'd put your eyes out with those things."
"I'm gonna sue this guy's ass into geostationary orbit."
And this marvelous exchange:
Gaudium: Hey! How come it's snowing?
Spera: This isn't snow. It's ash.
Gaudium: Okay, then let me rephrase the question. Why is it ashing?
Lucifer himself gets a few in, notably (early on, to Amenadiel): "I'm sure they'll explain it to you one day. Some big, hairy archangel will sit you on his lap and give you the talk."
Also, Mona and Elaine being invested as tutelary spirits, in charge of (respectively) hedgehogs and "everything except hedgehogs".
Incidentally, Elaine's request gives us possibly the only moment when Lucifer seems at a loss for words out of sheer astonishment, with a beat panel of wide-eyed silence.
When Amenadiel empties a glass of brandy onto a table and sets fire to it to make a point, Lucifer comments that if he had known the angel was going to waste it on melodrama he would have given him a poorer vintage.
The entire The Yahweh Dance Issue.
Elaine blows up her first few worlds by accident, Lucifer mocking her all the while.
Her hasty, rather clumsy physical interactions with her world being interpreted as a great signs from an all knowing deity. And they start killing each other over their interpretations of said acts.
She eventually manifests in full deity, telling them to stop being so stupid in person. Lucifer is not impressed.