I've demoed Malifaux a few times; both working at 25 (fill to SS) or just taking the Master's cache for the box sets has worked OK.
I've demoed with the full-rules and have tried to teach by example with stuff like Focusing, Defensive Stance, etc. There's really nothing in Malifaux that's OMGBBQBorken, especially since one-shotting a Master is exceptionally hard and doesn't end the game.
As for Levi, I'd start with a different Master. For starters, three of the rather important pieces you need for him are unreleased (Desolation Engines, Hollow Waifs, and Steampunk Abominations). If you're OK with proxying, I'd still get a game or two in with Ramos or Seamus before you go hole hog into Levi, just to sound up your mechanics.
I tried jumping whole hog into the "Crazy Cat Lady" list an Gencon and missed a lot of Rasputina's core mechanics for my trouble. KISS to start, I say.