Pretty much all of the persona games, I think arguably Twilight Princess? Symphony of the Night too

Off the top of my head:
-Persona 5 Royal has the protagonists from Persona 3 and 4 as bosses
-SMTV has the Demifiend from SMT III as a boss
-Symphony of the Night has Richter as a boss
-Yakuza 4 and Yakuza: Like a Dragon have Kiryu boss fights

Both Nioh 2 and the Octo Expansion from Splatoon 2 would fit perfectly. Also, Red is also a possible challenger in Pokémon Black and White 2 and Sun and Moon.

DRAKENGARD 2 MENTIONED!!!

Dead Rising 2: Off the Record is an AU game, but it allows you to fight DR2's actual protagonist, Chuck Greene.

Off the top of my head, Fire Emblem Engage since you can fight the previous game protagonists in the paralogues

Dragon Ball Xenoverse 2 (Xenoverse 1's Avatar)
Castlevania: Curse of Darkness (Trevor Belmont)
Xenoblade 2 (Elma)
Mega Man ZX Advent (Vent/Aile)
Legacy of Kain: Soul Reaver (Kain)
Metroid Prime: Federation Force (Samus)
Dragon Quest Builders (Descendant of Erdrick)
Fire Emblem: Radiant Dawn (The Greil Mercenaries)
Disgaea 2: Cursed Memories (Etna and Laharl)
Fire Emblem Warriors: Three Hopes (Byleth)
Zone of the Enders 2 (Leo)
Tales of Berseria (Jude & Millia)
Ace Combat Zero: The Belkan War (Mobius 1)

for other megaten additions, the demi-fiend also shows up as a boss in SMT Imagine and you can fight the SMT1 protagonist in SMT IF

Thunder force v and vi

R-Type Final

I've read somewhere that in Mafia III you can kill the protagonist of the previous game, Vito Scaletta.

I remember this happening in one of the Ogre Battles

Blaster Master Zero III?

I know for a fact that in Summon Night: Swordcraft Story 2, you fight Toris/Magna from Summon Night 2 around the winter area.

Puyo Pop Fever is also one that I can think of off the top of my head, and though this kinda applies to every Puyo game afterwards, something about the Arle fight here felt special imo.

Pikmin 4 with the Olimar Dandori battle

In Armored Core 2 it's heavily implied that the main villain is the protagonist from master of arena

Middle Earth: Shadow of War with the Talion boss fights in the Blade of Galadriel DLC.

Donkey Kong Jr.'s villain is none other than Super fucking Mario himself

Labyrinth of Refrain has such a case

Cold Steel II fits here

Yakuza 5, (akiyama/saeijma fight) 6 (akiyama fight) and 8 (saejima fight) are applicable here.

(tthere is no akiyama fight in yakuza 5 i was thinking of the y4 one. Saejima still counts however.

stretching the definition: Like a dragon: Gaiden has a substory fight against Kaito, protagonist of Lost Judgment's DLC campaign.

A lot of Disgaea games

Phantom Brave as well

Actually a lot of NIS games

Also Yakuza 5

Sonic Adventure (Fight Sonic as Knuckles)
Postal Brain Damage (Dude from Postal 2, his other side)
Mafia 3 (If you don't let Vito Scaletta take his share in the business)
Castlevania The Adventure 2 (a bit of a strech, but you can fight the son of the last game protagonist)

Not sure if they count as separate games but in Shovel Knight: Plague of Shadows you can fight Shovel Knight as a boss. You can also fight Plague Knight in Specter of Torment and Specter Knight in King of Cards

Haven't played Coven of Dusk, but isn't it the first game of a series? Am I missing something? I'm curious.

Front Mission 2