I would assume Mephisto and any other being of a cosmic nature would remember the OMD deal that erased Peter and Mary Jane's marriage from Marvel history.
After the deal was made we did see that red pigeon go back in time and let that guy (forgot his name) out of the cop car. That pigeon was likely mephisto.
Then of course the nurse dressed in red was likely Mephisto as well...so in my opinion Mephisto definitely remembers making the deal, and I think that it makes perfect sense that he would since he needs to abide by Mary Jane's terms and stay out of Peter's life.
If Mephisto doesn't remember the deal then he wouldn't be able to do that. So, that's proof in and of itself that he remembers in my opinion.