Approach one of them - any of them, let's call him Door A - and ask "if I ask the other angel if theirs is the door to heaven, what will they say?"
If you receive the answer "Yes", it means the angel you've asked is either telling you the truth, in which case you use door A (as it means he's telling you the other will lie), OR he's telling you a lie, in which case you still use door A as the other would tell you No in reality.
If you receive the answer 'No', again he's either lying or telling the truth, and either way you use Door B - for exactly the opposite reasons to the above.
Phew - that was a mouthful.