Yeah, that was the second time Mawzir was killed. First time was with his own gun, then hell upgraded him so that wouldn't work anymore.
As I recall, AoW is supposed to be a gun designed to kill any demon. In fact, Tommy Monaghan threatened Etrigan with it, which is funny considering The Demon went and got it for him in the first place (Also brought out the infamous future bartender Baytor, who kept saying "I AM BAYTOR!" Groot style every scene since.. Up until the final issue, where he breaks character and whispers "So long, guys." )