Okay, so my definitely biased, character-only whichlist, excluding versions/variants of already existing ones, based on what i would consider the core Skywalker Saga to be in terms of movies is as follows:
The Phantom Menace
Boss Nass. I can not believe we are still missing him. Like he is not exactly an obscure character to begin with. Last years 25th anniversary was a big opportunity to put him in the Visual Dictionary. But nope... can not have it. Was probably not popular enough to even bother cranking up the budget. At least compared to the Darth Maul replica we got instead. Which did not even match the rest of the minifigure lineup.
Shmi Skywalker. Same as above. Truly mindboggling we never recieved this minifigure, too. Could have been a good inclusion with the Mos Espa Podrace Diorama. But just because it is of micro-scale format, Lego thinks it would be a good idea to not include any figures at all. It's not like there could be a separate stand or plate for it or anything.
Attack of the Clones
Dexter Jettster. Most logical inclusion would be in his very own dinner, duh. Which would work well within the Diorama Collection. There are some magnificent MOCs out there. I do not know if you could just recolor Pong Krell's old mold for the torso, though.
Revenge of the Sith
Tion Medon. Just put him in the blue Jedi Interceptor (alongside Obi-Wan and R4-P9) as equivalent to Taun We from the Delta-7 Starfighter. I wish there would be more consistency when it comes to that third figure's inclusion. Especially considering these crazy price hikes we had the last couple of years.
A New Hope
Hem Dazon. I was slightly bummed he was skipped over in the absolutely amazing Mos Eisley Cantina MBS. He is like the very first good shot we ever had about an alien in the Star Wars universe... incredibly iconic. You could slowly but surely fill in the blanks by releasing new Cantina playsets.
The Empire Strikes Back
Admiral Ozzel. He could show up in some sort of future set. Many imperial higher-ups are still missing. The most recent addition of Commander Praji in the Star Destroyer is a somewhat good sign for things to come. Ozzel may have a choking or concerned impression for his second face, akin to Captain Antilles from the Boarding the Tantive IV set.
Return of the Jedi
Sy Snootles. Would come in a new Jabba's Palace (this time with a roof again, pretty please) and of course require a new body mold. Would work with regular legs, too. Obviously, lots of other characters would be possible from that place.
Those never before done characters are just supposed to be a mere sample off of the very top of my head. You could most certainly still write your testament about all these missing minifigures.