Looking for a short story (name and author) from a horror anthology about a Russian (I believe) Colonel who stumbles upon the devil one day while walking near his home. THe devil can only convince him that he is truly the devil by telling the Colonel that if he bites the tip of the devil's tail that it will taste like anything the Colonel wishes. The Colonel wishes for the taste of horseradish and maybe pickles, tastes exactly that, and then ends up inviting the devil to dinner.

Read this in a horror anthology about 10 or so years ago and can't for the life of me remember the title and author. Can anyone help?

Could it be "Devils Midnight".

No, just Googled it and that's not it. Thanks for the sugggestion, though!