Playing as a Wizard, and so far every demon I've tried to cast Magic Missile on has come back as "Immune to Magic Missile". Is there a way to see which spells a given enemy is immune to before wasting a turn and a spell slot?

It's been a while for me. But if I remember correctly there are no demons that are inherently immune to Magic Missile.
If they are immune it's because they cast Shield on themselves.

Either way, to check go into Inspect Mode (By default mapped to 'Y', but there is also a button on the UI) and click on the creature in question. Unless you play with the difficulty setting that disables this, you should see all immunities and resistances.

Inspect is the right answer, but also I think your characters need to succeed on knowledge or lore checks before the stats show up properly. Otherwise they are unknown to you.