Well, I tend to just call every badguy, if I'm "talking" to them in character for my own amusement, Steve. Usually this works best for Nameless Mook Soldier 27, or Non-Descript Robot Dinosaur 83, but I'm sure I've called bosses Steve.
I usually use it, especially in stealth games, when I'm doing something like whistling to bring a bad guy into my cover for an ambush. I used it a LOT in Horizon Zero Dawn, as I just found the idea kind of funny, that all the robots thought they had a friend in the blood red bushes. So I'd always start dubbing in for them after a whistle *robot looks over at me* "Steve? Is that you?" *begins to slowly walk to me* "What are you doing over there? We were supposed to be chasing those robot squirrels half an ho..." *I ambush stab them* "AAARGH! You're not Steve! This bush was nothing but pain and lies!! Blalaaarrgh!" And I will narrate this vocally while I'm playing, much to my wife's delight.
I'll also do it in times like, if I'm in a big melee like Assassin's Creed, or Arkham style combat systems, and I'm lining up a sweeet move on some guy, and another npc will interrupt me with a smack to the back of my head, and I'll shout out "Gaaah! Damnit Steve!!"
That's the closest I have to nicknames for video game characters. I might call them things like "Growly McSerious Face" or "Evil McBadguy" if they are just SO blatantly written as an over the top villain, that I just can't bother to learn their real name. Like that corporate villain in the Miles Morales game. I honestly don't recall what his name is. As soon as he slimed his way into frame, and just checked off every Evil Corporate Badguy trope, he was just Corporate McBadguy to me, or some variant there of.
I don't usually remember them later, so it's hard to list them here, but I'm sure I've dubbed some people ridiculous names. It's pretty much a guarantee, given my personality, and love of riffing of things, thank you MST 3K *salute*