User blog comment:B214/Talk About What You Want! 3/@comment-24098614-20150329012653/@comment-3965848-20150329122422

Characters who said they want to have Issei's kids are:

1.Xenovia

2.Irina

3.Asia

4.Koneko

5.Kuroka (not sure if she still does)

6.Akeno

7.Rias (naturally)

That's as far as I know.