This is the "Superstar" episode where Jonathan works magic to make himself appear to be the best of everything. If only he could have made Anya aware of her ex-demon powers.

Go to chapter 10 and FF to time index 00:27:00. This is the scene where Buffy is talking with Anya and questioning how Jonathan is able to be everywhere and be great at everything. Buffy asks Anya about alternate realities and Anya begins with, "In my demon days..." and then "...I would wish...". Anya has established several times throughout the series that she can not grant a vengence wish for herself. Therefore, either it was a writting error or Ms. Emma Thompson made a big slip-up that the director missed.

For those of you questioning the power of a vengence demon watch the Season VI episope where Xander, Willow, Buffy, and Dawn catch Spike and Anya "shinning" the Magic Box table. I can't remember the episode name so watch the entire season just for the fun of it.