Looking at all the creatures that have been shown in MLP, what sort of creature might fit the role of an Oni?

None really do, but that means you are free to develop your own version.

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Er ... the changelings because they're so good at hiding, maybe. But there's nothing that's quite analogous to a creature that's both a spirit of the dead and a demon. Even something as simple as a ghost hasn't been mentioned in the show. The door's wide open there.

Honestly with as many different creatures from mythology as they've shown, you're probably fine with just using straight oni or other yokai.