Mara Jade. As written by Zahn.
Jyn. Perfect as handled by Ms Jones. I need to see about any EU if it exists.
Leia. Star Wars, Empire, Splinter Of The Mind’s Eye, NPR Star Wars, some Zahn.
Enfys Nest. Really sorry we won’t see more. Wish Zahn would pen a novel about her.
Rose. Excellent so far, largely because of Ms Tran. Hoping for a deeper turn.
Shada D’ukal and Karoly D’ulin. As written by Zahn. If there are other novels, I’m unaware.
Mon Mothma. Only in Rogue One. I don’t remember Return enough to say.

No doubt, there are others. These came to mind when I read the question.