Damn, I've opened all the Demon Doors and yet I still haven't recieved the achievement, I dont have the Hammerthyst anymore because I gave it to an irl friend, but he moved and cant get his xbox connected to live anymore, so i cant get that back, anyway whenever i go near the door, if i was far enough before it would sigh and flash back to open, I could show you if you come on live with me, but its frustrating, i recently download see the future but i tried resetting and such to no avail... Help? I'll be online at 12:00pm EST tomorrow, Gamer tag is Mottledlobster

I had the same problem with my first character. I ended up starting a new one (DLC already downloaded) and opening all the doors with that one and got the achievement.

Probably not what you wanted to hear, but I don't know of any other way to get it.