I never thought of Gaz as evil, just creepy and apathetic (unless it came to video games of course). The otherworldly powers I thought was just something normal in the Zim universe. Also, considering all the tech stuff in their house, it didn't seem out of the ordinary to build robots.
Mandy, on the other hand, is vicious, intimidating, and uncaring, like others have said. In fact, if the KND/Grim crossover was anything to go by, she's so evil that the Delightful Reaper turned into the Mandy Reaper, and the Delightful Children aren't exactly the nicest kids...