List of already returned characters:
Rekka, Shiguto, Kengi
Jinga, Amily, Hikage
I would personally like to see Saejima Taiga the most. We only have had a few minutes of him in total, and I would like to see him in action as the Golden Knight.
Kodama would be pretty sweet, though I have no idea how to have a gaiden of him since there isn't much story about him in the first place.
Maybe we could have a brotherly story about Leo and Sigma, that would be pretty interesting.
Latus could be nice too, since the only thing we know about him is being a jackass. We could find out why he is a jackass.
A Sonshi episode would be epic, about him as a Makai Knight before he got corrupted.