Another adaptation of a creature I've had lying around.

BLAESHUND 

"We thought we were ready for anything as we followed the scorch marks, round splotches that marred the stone of the corridor. We didn't give much thought to the ones on the walls, at least not until it came bursting through one, all blue flames and gnashing teeth. In the blink of an eye it jumped through Mildfrith as though she weren't even there, but she started coughing so hard she dropped her sword. Godomar wasn't so lucky. When it bit him it was solid enough, and it didn't just singe him either." 

Blaeshunds are incorporeal undead created through ritual sacrifice of a creature in fire, most often wolves or dogs which has led to their name. Appearing as a mass of swirling blue flames in the shape of the hound it was made from, and blackened bones can be glimpsed through the flames on occasion. When they walk, their footprints smolder, never breaking out into a fire but leaving scorch marks wherever they go. If not their originators, the Anglo-Saxon necromancers and pyromancers have certainly taken to their creation, using them as assassins and hunters. Undeath has given them a wicked, if animal, intelligence and they are, like the creatures they were made from, unnervingly good trackers still, and given their incorporeality they can be nightmarish pursuers, excelling in hit-and-run tactics and spreading fear. 

Blaeshund (Undead Type 6): #E 1d8|AL CE|SZ L|MV 50|DX 10|AC 2|HD 6|#A 1/1 (fiery bite)|D 2d4+1d6|SV 14|ML 12|XP 780|TC nil| Special:
Smoky Jump: As a charge attack, a blaeshund may opt to incorporeally pass through opponents (ignoring mundane, but not magical, armour and shields), dealing no damage but requiring a Death Save or be overcome with coughing fits as the lungs fill with smoke, suffering -4 to attack and AC and being unable to talk or cast spells for 1d4 rounds. On a successful save, a victim is unaffected, but will have wisps of smoke drift from the mouth and nostrils for a few rounds.
Born of Fire: Deals an additional 1d6 fire damage on a bite attack, and when attacked in melee by a WC 1 or smaller weapon, deals 1d4 fire damage to its attacker.
Save Bonus: +2 to Avoidance and Sorcery saves.
Immunities: Immune to fire, fear, paralysis, and poison. Immune to mundane weapons; harmed only by magical weapons.
Vulnerability: Vulnerable to cold; +1 hp per die of damage.