Serious answer? Mima. (Though that's probably too stereotypical)
I think the nearly 30 year old lore with her character could be built upon with the lore created over the decades.
I feel like her becoming more bitter over the years and finally enacting a scheme she's had in play for years to try to finally defeat Reimu or destroy Gensokyo or what have you might work...
might...I think established by her ending in Mystic Square though,
Though another option, Demon #2 from Reimu's Mystic Square ending.
Looks cute, one of the few demons in the game that looks
kinda like a demon (mostly just having the horns, being a demon trait) instead of a human that's called a demon.
And Yuki and Mai, that would be cool
While not an independent character per say, I do wanna see Reimu's Shuusou Gyoku design brought back. Colder season clothes, dual gohei, sorta a bridge design between the two
(Plus, her and Marisa's portraits gave us a glimpse into what the art of Mystic Square might've looked like if it weren't limited by the PC-98