How babies Mara are born
1. Capture an angel.
2. Rip it's soul apart.
3. Receive one (1) Mara and one (1) Demon.
Or for visual learners.
Though the end result of Mara is not celestial in any way (the demon keeps that) I believe the above might ping? I'm leaving it up to everyone's discretion because canon doesn't give me an answer and other canons might touch on it. So please comment here if it does.