A the MCU's Winter Soldier, Bucky has a lot of interesting story potential that has yet to be fully mined in the movies or TV shows. This is something the Thunderbolts movie may be able to rectify.
In the comics, the Thunderbolts are a group of super-villains originally formed by Baron Zemo. The masquerade as a new team of heroes after the Avengers are killed, only to find that they enjoy their reinvented roles and decide to continue doing good in order to seek redemption for their dark pasts. Like the Avengers, the group has an ever-changing roster that has featured many notable Marvel figures over the years, including Bucky Barnes. Becoming the leader of a new iteration of the original Thunderbolts team, Bucky uses his Winter Soldier skills to guide them on shadowy missions, while attempting to steer the group away from outright darkness and villainy.
Though no cast has been officially confirmed for the MCU's Thunderbolts movie, Sebastian Stan's Bucky would be a natural choice to headline the film. He would work well for this story due to his character's status as a fan favorite whose consistent underutilization by the MCU has been the cause of many missed opportunities. Since starting him on the path of redemption in fails at being Bucky's redemption story where Sam gets to shine and grow in a significant way.
The Thunderbolts movie has the chance to fix this by giving Bucky agency in his narrative and letting him forge an identity away from Steve Rogers, Sam Wilson, or Hydra. Despite being a part of the MCU for over a decade, Bucky has never gotten to be more than a ing character to someone else. As one of the most traumatized and abused heroes in Marvel's vast pantheon, he deserves a storyline that properly addresses these issues without diminishing or exploiting them. Having Bucky lead the Captain America: The First Avenger, his role as Steve's self-appointed protector is firmly emphasized by the film, and it's a mantle that Bucky seems to take pride in. Since then, he has often been the person in need of aid and assistance, rather than the one offering it; perhaps now is the moment to let Bucky be a protector once again - this time for a group of reformed super-villains.
Based on what has been released about the MCU's slate of productions, Bucky Barnes is most likely to show up next in Captain America 4 will (and should) be about Sam, the Thunderbolts movie may be the best chance the MCU has to capitalize on the under-tapped potential of Bucky Barnes.