I am thinking this was on DAW, but could have been Tor. Pretty sure it wasn't DelRey.
OK, so the story is about an intrepid adventurer who has been to the depths of hell before, and is thus eminently qualified, and perhaps forced to go back. Maybe he was locked up and the deal was he completed the quest for his release, not sure. Imagine a hollow earth world rather than fiery depths. A damsel or whatever gets carted away to hell, and our hero is tasked to return with her/him/it. He has a companion that has never been, and the hero states that you don't sneak into Hell, you have to make a grand entrance.
After an interminable trek down a mine shaft (conveniently railed), they come to the hellmouth and it is blocked by some sort of webbing, where the tracks just out into empty space. As they are trying to decide what to do, a huge spider with a human face and several sets of eyes (trying to recall here, may be mixing details from another story) jumps into the mine shaft, and they do battle and kill it. Then the heroes go back up the shaft, fit a minecart with a huge blade, and roll down the shaft, grabbing and pulling the huge spiderweb with all the spiders, down to the floor of hell below, trailing the web behind them. All the things that would have attacked them, waiting around the Hellmouth, pounce upon the spiders instead, and they haul ass. Everything here in hell has a human face, and the monsters are particularly ferocious and deadly, and huge.
Really inventive, and great attention to detail, and definitely tongue-in-cheek. I am recalling there was a novelette, and another short story or perhaps full novel. I remember there were two or maybe three stories in the same world, with the same main character. I recall one story as being a bit sub-par compared to the others, and certainly the original.
In one story, they must capture the 'essence' from this giant, laying in a valley, and they walk for days on 'spongy' ground before realizing they are walking on him. The essence is required as a trade for something that I don't recall. What the essence is exactly is not known, but then they figure it out as it has something to do with the giant's penis. I know, it's gross, but I'm including that detail because it tends to leave an impression.
Thanks for reading, and hopefully your help!