Angel Maker ~Hitotsu no Negai~

The battle between angels and demons goes on starting from prehistoric times.

In one of its episodes little devil steals an angel egg, but in the chase he has to drop the basket which falls on the head of main character. His brother puts the egg in the oven and pushes the switch, but soon the oven door blows up with a roar. A naked girl appears from the smoke. An angel and a devil join them to look over the newborn angel. So starts the strange five people co-habitation.

[From vndbreview]