User blog comment:B214/Volume 22 spoilers/@comment-24583889-20160803184150/@comment-9595671-20160803200105

I think it's been stated 1 in every 10 devils can end up with a Mutation Piece, so there's a 10% chance. So they're quite rare.

And while Issei has four, I do wonder if they're only considered mutated while they're bonded to him. When he was briefly dead they may have all become normal pawns till he got them back.