There's nothing to indicate he can do it easily as we don't know how he can transverse the planes. Hence no on-panel feats...yet.
Simply boosting to Strange who he believed was Lucifer at that time is not concrete evidence of how he can easily transverse the planes. It was him angry and wanting revenge.
...ooook, look at my post above, I even said he had it but we don't know the principles or his ability to do this. For all we know if he uses it again it would be a one way trip, or leave him fatique or whatever. As of right now, no on-panel feats or explanation yet so it's impossible to explain his "new" ability would work especially since Blue Devil could rountinely return him back to Hell.