Well, at least his no-longer-bride-to-be gave him a nice cheese wheel as a going away present.
Review: I think the best way to describe this story is "Amiable". It's a self-published novella that Lois points out is the longest such thing she's ever written. That said there's less plot in it than say "Borders of Infinity", "The Mountains of Mourning", or "Labyrinth". It's actually a sly commentary about the two halves that make up a marriage (it's no coincidence Pen got his demon on his supposed wedding day), not a great pile of storm and thunder. Much of the bulk of the story is just Penric talking to the demon, which he names "Desdemona" out of discomfort of the idea of just calling it "Demon" as it had been in its previous ten lives. There's a very minor conflict at the end, but it's dealt with handily by Pen and Des, and has the feel of being tacked on just because Lois figured she needed something to actually threaten Penric before the story finished.
Honestly, as a Bujold story it's minor at best. But it's a pleasant read to help pass an hour or two, and there's quite a bit of worldbuilding (as Lois is wont to do) about how the Bastard's Order uses sorcerers and their demons, which would be useful for anyone writing Five Gods 'Verse fanfics.