OK, I know Bandana Dee so this is an easy one. I'll only cove games he has a major role in, so no Triple Deluxe/Robobot.
Super Star Ultra (Revenge of the King) (DS) - his first appearance of any significance. He isn't playable, but he talks with Dedede in the last level. He's also a joke boss in both RoTK and The Arena, and returns for Megaton Punch. KSSU is generally considered a top tier Kirby game, and was my introduction to the series so I recommend it. It's $10 on the Wii U eShop if you're one of five people who have one. Second hand copies are going Crazy Hamburger, so if you want one get it now while it's somewhat reasonable.
Return to Dreamland (Wii) - Bandana Dee's first playable appearance, and where he gets the spear. Unfortunately he's only available in the main game in Multiplayer, but it's still a solid Kirby game. $20 on the Wii U, or buy it second hand or pirate it.
Kirby and the Rainbow Curse (Wii U) a spinoff game where Bandana Dee is the main side character. Once again, he's only playable in multiplayer. I never played this one, so I can't really recommend it. It's probably OK though, HAL knows what they're doing.
Star Allies (Switch) - Bandana Dee is one of many dream friends, and he's available from basically the beginning of the game. The spear copy ability didn't return, so he's technically unique this time around. He can also be selected in Guest Star, a mode similar to Meta Knightmare and Dededetour from previous games. Star Allies is a good game, but I don't know if I'd get it for $60. If you find it for anything less, go for it!
Writing this on mobile was actually painful.