For me @sandymybeloved the answer is obviously Sandy the Sandbeast (okay maybe character is a stretch but still). Appears in the Rescue for maybe five minutes but his death is completely heartbreaking, and only made worse by the rest of the story as the truth of Vicki’s situation on Dido is revealed and that Sandy is potentially the only living thing left in the universe that she loves and that loves her back. And then everyone all but tells Vicki to get over Barbara shooting him.
Anyway, he is very dear to me and I think about him more than I probably should. I love the Rescue, but it isn’t one of my all time favourites, its just him.
I don’t think there’s a comprable character in NuWho for me, at least not one with as brief an appearance as Sandy. Maybe the closest thing is Martha’s cousin Adeola, just for the concept of identical cousins
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POOR SANDY 
i have such a deep deep fondness for Colin Baker in Zagreus as a semi-camp dracula-style charming vampire with a tragic backstory full of righteous fury. i am just in love with that performance for all of its drama and silliness. Big Finish is all about taking smaller characters and giving them their own stories and spinoffs but WHERE is my Provost Tepes box set HUH. they could be making tens of dollars off of this idea right now
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PEX LIVES
Shauny please fix the character limit so I can just post PEX LIVES
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VEEGA!!! From Gallifrey: Time War 3: Unity, she has a total of about 17 lines before she dies and she has irreparably taken over my brain. She is done soooo dirty by this story and I will be furious about it for the rest of time!!!
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Osborn from Resurrection of the Daleks! She should have been a companion 
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What’s this nonsense - if anyone was climbing about the TARDIS it would be Professor Laird.
What was it with the 5th Doctor’s habit of meeting older women who would have made much better companions that Tegan and not taking them with him? Todd, Jane Hampden, Professor Laird.
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Canton Everett Delaware III
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For me it was 100% Shona from Last Christmas. Helps that she was going to be the s9 companion should Jenna not have renewed her contract!
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Tepesh and Ouida from Zagreus, definitely. Their section was one of two parts in that audio I actually liked (the other being Uncle Winkie’s Wonderland). Do I ship them? Yes. Yes, I do.
He didn’t leave an “outsized impression” on me, but I was a bit disappointed that, even though Maxil is in one or two Gallifrey audios, they’re effectively blink-and-you’ll-miss-it cameos. Colin did have a substantial role in a Gallifrey audio, but he wasn’t playing Maxil.
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Yvonne Hartman (in the show anyway) had very little screentime, and yet I liked her so much that to this day, I intend to name my first daughter after her, haha. Can’t wait to get into Torchwood One and have even more of her!
Secondly has to be Sarah in Eve of the Daleks. I’ve known a couple people in my life that her personality is just uncannily similar to, who I love dearly. I’d rewatch that episode for her alone.
Audio-wise, Luke Sullieman, in Diary of River Song (given it’s all I’ve listened to as of yet, haha), is a character that unexpectedly resonated with me. I truly wish we could get more of him and get a full character arc, because what we have I already relate to on a deep level, and I think it could be so good if explored further.
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Shout out to HiFi the Panda who suffered grueling yearlong trials on Mechanus besieged by the Dalek invaders with only Steven for company.
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Katarina’s death in TDMP also left a profound impression on me when I read it in the novelization. The fact that she knows her death is coming, but also the incongruity of a girl from her time dying out in the cold vacuum of space so far away. The way The Doctor is powerless to stop it from happening. I thought about that scene for a long time afterwards.
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All three companion deaths (I’m counting Brett Vyon) in TDMP are incredibly profound in each of their own ways. No wonder the 15th Doctor brought up Mavic Chen as an example in The Giggle, that whole adventure must have been harrowing for the First Doctor and left a severe mark on his Psyche.
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I don’t know why but I loved Nova from series 1 of the Ninth Doctor Adventures, she was such an enjoyable character. I understand why they didn’t keep her around as a companion but I would’ve loved to see it.
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Goronwy, from a story so famous that I need not say its name!
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Oh I adore Goronwy and he’s 100% a retired Time Lord. That wink at the end!
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Kinda cheating because she’s obviously a pretty major character, but the Fugitive Doctor only has something like 20 minutes of total screen time and leaves a massive impression in that time.
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with mroe coming soon in audio form.
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Squeak/Abigail from Survival.
She was the same age as me while I watched that season, my first Who at the time, and last live Who until '96.
I think she has about 2 lines and barely any screen time but Adele Silva’s delivery of a young girl who had not only lost her actual brother and recently her cat, but was still getting over the loss of her found-sister Ace, to suddenly have her back in her life, is spot on.
It spoke to me on a few levels, and also another reason I completely adore Aldred’s book Childhood’s End which reintroduces Squeak.
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