Remilia Scarlet is the mistress of the Scarlet Devil Mansion and Flandre's older sister. She is a vampire, a bloodsucking oni, so she is weak to mamemaki... Or at least she was. She claims that she has nothing to fear from beans anymore because she ate beans to get stronger.
Flandre Scarlet is Remilia's younger sister and a shut-in vampire. Like her sister, she isn't a fan of beans, but because she goes "Swooosh and Ka-BOOM!" to any beans that come her way, the truth is somewhat hazy.
Setsubun is the day before the first day of spring, summer, fall, and winter. In other words, it denotes the changing of seasons. A long time ago, the first day of spring was the beginning of the year, and the day before was setsubun. The ritual of spreading beans called mamemaki was meant to exorcise evil spirits and ward against cataclysm. It is still done to this day.
Remilia goes to Hakurei Shrine where mamemaki is occuring to see if she has grown stronger against them. Remilia has been eating not only natto but also the mysterious beans that Sakuya prepared, so she no longer has to fear beans... Or so she hopes.
Yuugi and Suika were pelted hard by beans at the mamemaki at Hakurei Shrine. Kasen, who came on a whim, took the role of an oni in Aunn's place. It may only be mamemaki, but she couldn't bear to watch an animal being harmed, even if it is only a komainu.