When those enemies highlight blue or flash red/orange use a melee attack to glory kill them, except you will need to do it on all the common enemies you encounter through the missions, you should find them all as you progress through the story naturally, but incase you missed some here is a list of the enemies you need to glory kill for this achievement:
Imp
The possesed
Possessed soldier
Possessed engineer
Posssessed security
Cacodemon
Mancubus
Unwilling
Revenant
Hell razer
Hell knight
Baron of hell
Summoner
Pinky