Fire Imp

Fire Imps are a Caster enemy found only in the The Underworld. They shoot three volleys of Burning Spheres which go through tiles, but can be halted by the swing of a weapon (sometimes even dropping hearts). Fire Imps will try to teleport to you if you run away from them far enough that they're offscreen, after they get hit, or after they shoot three Burning Spheres. They can also drown when caught underwater but will most likely teleport away before suffocating.

They have a very small chance to drop a Flower of Fire.

Fire Imps will, however, follow you if you try to flee (unless you teleport away with a Magic Mirror, reach a depth of 0ft, or die), so they need to be dealt with eventually.

Fire Imps seem to require a target space of 4 blocks high by 3 blocks wide to teleport into a location.

Strategy
An interesting side effect of the hell mob code is that most of the time, two Fire Imps will block all other mobs from spawning. This translates into not having to deal with any Bone Serpents while you are mining Hellstone, so long as you constantly deflect the fireballs. Assuming you have a Cobalt Shield, you can continuously mine with relatively little disruption from them.