Setzer.
Always Setzer.
Looking at the full picture, he's but a small thorn when compared with the abovementioned Rai, but he also just generally reminds me that no matter how much I wish or dream, we'll never get good representations of non-Nomura-made Final Fantasy characters.
Setzer is the only pre-FF7 FF character we see throughout the KH franchise, and his cameo is super lackluster. I look at that, and I think about how we'll never get a good Cecil cameo despite his entire character arc being tied to an internal conflict between light and darkness. I think about how we'll never get a secret Kefka post-game boss fight (may KH3 prove me wrong, please).
I also get mildly frustrated thinking about how Nomura went back and did redesigns of a lot of the classic FF characters when he did character design for Dissidia, and yet Setzer still looks like garbage.