This is the place for this thead.
How, to this idea. It seems really similar to psychopomps in mythology. Now I know that's what you based it off, but we've already got demons here that don't so much guide a spirit to hell as drag them there (for demons). Angels tend to collect spirits for their god.
Oh, a note on that.
In heaven and hell there are multiple gods and devils. Each is just a very powerful being that has made a few appearances to mortals in dreams, visions or maybe even the flesh. These people obviously go and spread the word of their god. The power of belief allows the being to carve out a space for themselves on the hell/heaven plane and make an afterlife (if angelic) or a hell (if demonic). Within this space they are pretty much all powerful, they can shape their afterworld any way they wish.
Then when their followers die, they are escorted to the correct afterlife by spiritual beings (angel or demon) that have been recruited by the 'God/Goddess' or devil. (Of course, if a person wasn't sure exactly which god they followed, that leads to a bit of squabbling between the escorts.)
I don't see your idea really adding all that much.