The Sin Bin - S3-E10
Corrected entry: Lucifer is speaking with Maze and tells her if he kills The Sinnerman he will lose his wings again and recover his devil face. He already had his devil face back in the episode when Linda's husband found out he was the devil.
Correction: That episode starts in the past, before Lucifer lost his face - her husband then spends a long time researching Lucifer, bringing us up to the present day.