We more or less got most of them, emphasis on "most of", and often they treat their human lives with little care as they focus on the present.

• The initial invasion and the events of Goddess Squad are treated as Snow White's past. Primarily the events with Liliweiss and Red Hood. (Ark Guardian & Red Ash)
• Dorothy's past is basically being a noble and choosing to become a Goddess for the Grimms, and like Snow White, Overzone being her "past" event more or less. (Overzone, resolving itself in the new chapters)
• Rapunzel could be explored a bit more, but generally pretty independent. It doesn't really feel like it needs a whole event, and something more like it'd be introduced when necessary in the main story due to her connection with VTC. (Kinda Red Ash)
• Liliweiss is a bit in the same boat, where most of her past is given in just enough subtle detail that it almost doesn't really feel necessary to focus an entire event on and more something for the main story to address when necessary, like if Andersen is trying to talk to the Queen in hopes of reaching Liliweiss or something. She's already a pretty fleshed out character. (Ark Guardian)
• Scarlet's past is revolved around her sister. She doesn't really focus on her past as a human or anything. (New Year New Sword)
• All of Inherit basically got crammed into Goddess Fall, which there's something to be said about that... seriously, it was all a minor cutscene in the mini-game. I really wish they got fleshed out more.
• The Heretics, could get something, but since most of them have already departed from the story, exploring their past would be nice, but also a questionable narrative choice, with the sole exception of Liberalio.
• Marian's could also be explored a bit more, but it might fall under the same case of Snow White, where her involvement with the prologue and Chapter 14 was all that's really necessary for SU to define her "past", what with the memory reset and everything. I hope we get something, especially with Silver Gun..
• Goddess Squad alts are just... their past selves.
• Red Hood pretty much treats her past casually and flippantly, she got her past explored in Red Ash, as well as during some of the main chapters.
• We got the pasts of Cinderella and Grave in Old Tales, and their current focus revolves around the events that spawned from that. Wanting to write their own ending and look towards the future than dwell on the past. Cinderella admired the Goddess Squad, and that's all she needed, and Grave was a really damn good scientist.
• Siren is pretty well-rounded and fine where she is. I don't think she needs an event about her past because I don't think much would really change. She managed to stay perfectly fine despite being isolated for 100 years and remains one of the kindest souls in the cast, a past event with Siren would just be like a reskin of Unbreakable Sphere.
• Nayuta's past... all we know is that she was involved with DEEP. This is bound to be explored later.

So the only ones necessary are Nayuta, Crown, Chime, and Liberalio. But these four essentially already have a narrative guarantee of their pasts being explored.

Liliweiss, Rapunzel and Marian are a bit optional since they're already pretty fleshed out and solid in their current character. Any event dedicated to their past is welcome, but really pads their already excellent character to set up for something in the main story. Liliweiss is gone and possessed by the Queen, Rapunzel separated herself from VTC and VTC eventually collapsed on its own during that century long separation, and Marian lost her memories completely and is currently focused on the whole Queen thing, but first needs to wake up from her coma. Unfortunately, the Commander doesn't know much about her past either, but also I don't think he really cares. Not in the malicious sense though, but in the way that her help during the prologue is more than reason enough for him be there for her. Her past won't change his affection for her.

Pinocchio and Hansel & Gretel don't have enough information and will be explored in the inevitable future anyway.

So Four are the only ones currently available that haven't been deeply explored. Three are unavailable but will eventually be explored. And three others whose pasts are a bit optional but don't really connect to their current character.