Part of the problem is the chief 2 sources we have on Yazidis (the book of revelation and the black book) were not written by Yazidis but are thought to be fairly accurate of Yazidi oral tradition.

The Yazidi are very closely related to Judaism, Christianity and Islam in that they practice circumcision, baptism, they revere Jesus and Muhammed, and they consider themselves descendents of " Šeth, Noah, and Enosh, the righteous ones, who were descended from Adam only." The wording there is important as they describe the rest of the Abrahamic religions as being of "Adam AND Eve."

The story of Melek Taus (the Peacock Angel, the Yazidis do not use the name Shaytan, it is forbidden to use that name or anything similar such as cursed one or evil) is very, very close to the story of Lucifer/Iblis. It is said that he acquired a sacred piece of paper in which God instructed that only He is to be worshipped, and that when God then created Adam from dust and asked the 7 angels (later referred to as gods themselves) to bow to him, Melek Taus refused. In the Yazidi tradition, instead of being cast out for disobeying, God made him the most revered and the leader of all. He is also referred to as Azizel, which is very close to Azazel (I've heard it is the same but I am not a linguist) which is a well known evil entity in Judaism and Christianity who was one of the captains of the Grigori in the Book of Enoch who taught man war, jewelry, makeup and some sorcery if memory serves.

Melek Taus is also said to have been the one who told Adam to eat the forbidden fruit, which is actually wheat in the Black Book, further reinforcing the connection. On a side note, after Adam ate the wheat he required a bird to peck out an anus for him so he could relieve himself. That's not really important, but I couldn't help myself.

The religion is complicated and I haven't studied it long, someone may tell me all of this is wrong, but it is taken from the Yezidi sacred texts from the American journal of semitic languages and literature. However, there is certainly a similarity between the various devils of the bible and the peacock angel, albeit from a perspective in which he is still God's favorite. It is even said in the black book to hide the teachings from Christians, Jews and Muslims as they dislike Melek Taus, which further acknowledges the comparison.