In Disgaea: Hour of Darkness, Prinnies are a monster-characters. The main role of Prinnies in the game is the Prinny Squad, a group of Prinnies who serve Etna. They are souls of humans who sinned in their life and now either volunteer in Celestia or work tirelessly in the Netherworld until their sins are forgiven and they can be reborn. Due to the unstable nature, as they are just souls forced into a body, the explode when handled recklessly (Or, are thrown in the game)
In Prinny : Can I really be the hero? The game follows the Prinny Squad after the first Disgaea game. When Etna's special dessert disappears, she gives a magical scarf to the Prinny squad that stops them from exploding. They are then given the task of creating The Ultra Dessert, supposedly the most amazing, sweet dessert ever. As the game progresses, they mention that many Prinnies have been disappearing. You later find out that they have been killed by Sir Sweet, a Moab who loves sweet food and are being turned into a dessert said to be more amazing than the Ultra Dessert, The G-Sweet. The game concludes with the Prinnies defeating him and obtaining the dessert for Etna.
In Cross Edge, Etna and a Prinny were brought to the new world. At the beginning of the game they are enemies, trying to destroy you, however they later become allies.