I am still carrying with me the two blue gems that were the eyes from the idol on level 1, and the green one from ... a later one.
Do they have any use/value, or are they only needed for their respective puzzles?
Wall idol gems.
Re: Wall idol gems.
I left them in the idol. There are no vendors. So items have no value, unless they can be used for something.
Re: Wall idol gems.
Well, they do make a nice souvenir, don't they? 

SpoilerShow
Only the red gem is needed beyond the initial puzzle for a secret, you can leave the others in the demon heads where they belong.