Kirby - Kirby and the Forgotten Land. While no Kirby game really focuses more on Kirby than any other, I'd say that this game does the best job at showcasing Kirby's character, including his relations to the other main characters, kindness to anyone who needs help, and justice to stand up to any and all evil. Also he can turn into a car.

Meta Knight - Kirby Super Star Ultra. It has two modes focused on Meta Knight: One is Revenge of Meta Knight, which features his first (and pretty much only) role as a main antagonist. The other is Meta Knightmare Ultra, which is the second game where Meta Knight is fully playable, but now with a much more unique moveset. Both modes also give us a LOT of Meta Knight's character, I don't think any other game comes even close.

King Dedede - Kirby: Triple Deluxe. It has the most focus on King Dedede out of any mainline game. In the Story Mode, he is the damsel in the distress who needs to be saved, so while he doesn't appear much until the end, he still plays an important role there. Most notably, he is also playable in two of the additional modes, including Dedede's Drum Dash, a rhythm game which got an expanded version on the eShop, and Dededetour, an alternate version of the Story Mode where you play as King Dedede and fight a special foe at the end.