Ao no Exorcist, Bungou Stray Dogs Recommendations
Mostly recommending both of these because they both have action, supernatural, fight against bad guys manga.
Both have a grey scale of good vs bad, though Bungou's lines are more blurred.
The biggest similarity between them is the similarity between Bungou's Dazai Osamu and AnE's Mephisto and later on, Lewin Light. They are all very cunning, manipulative, slightly twisted characters that could be collaborating with the opponent in order to achieve their own goals.
Yet most of the time, they have the facade of a fool which makes their serious moments more striking.