Angelcest is the commonly used term for fanfiction focussing on angels involved with each other in a sexual relationship.
Its use arises from the convention of angels referring to each other as 'brother' or 'sister'. Angelcest is often considered as not-analogous to human incest by the fandom, since the angels are possessing vessels and them being brothers and sisters can be interpreted differently from the terms used for humans.
Angelcest often involves a metaphysical level of sexuality in fanfictions, that involves the connnection or sharing of grace.
See also Wingcest