At about the end of the second level, you will find the Sangre de Dio. After you solve the puzzle to unlock the dagger, pick it up and Constantine will start talking to himself. After about five seconds, an intermission sequence will start and the Vermin Demon will start to form. When the fight starts, do not waste your bullets. Pick up the Amityville Screeching Beetle that is on the left wall when you enter the room, if you do not already have one. This is the only weapon that has any effect on the Demon. Throw the beetle at the demon so that it falls to the ground and takes effect faster. This will paralyze it. Then, get close to it and melee it once with your weapon. It will disintegrate. If you hit it again, the Vermin Demon will hurt you. Step back, and now you can start shooting. The Witch's Curse gives a lot of damage. When it starts to integrate again, go to True Sight so that you can find and pick up the beetle again. Throw it again and repeat the process.
Run up to the Vermin Demon and hit him a few times with your melee attack. He will burst into pieces of rats and bugs. Use The Crucifier, The Witches Curse, or Holy Shot Gun to shoot the rats and bugs. Repeat this every time he reforms and he will be sent back to hell. Note: You will have to fight this Boss again later in the game; he will be a little tougher, but use this same method to defeat him again.