Robotnik actually getting that far is something of an accomplishment for him, especially in the manner he outsmarts Sonic four consecutive times over to steal them before handily defeating Sonic and Tails in their first bout. Not-So-Harmless Villain indeed.
Tails gets a tiny but epic one in "Hedgehog of the Hound Table", where he manages to snatch the Chaos Emerald of Invincibility, and upon being accosted by Scratch and Grounder, promptly uses it to transform into a giant uber-muscular fox. He then utterly trashes Scratch and Grounder.
Sonic's escape from Robotnik's prison in "Sonic Breakout".
Mass Transit Trouble is a pretty epic episode.
Despite being the most comedic depiction of the character, Robotnik's plan proves he's a Not-So-Harmless Villain. He has his minions attack three different locations far away from each other as a cover for planting bombs at said locations, which are set to go off at the same time.
Sonic truly earns his title of "Fastest Thing Alive" by managing to go each location twice despite the strain it puts on him.
Especially when he tunnels through the entire planet to reach the last bomb, finds it, swims out into the ocean, and throws it far enough that it explodes harmlessly against an iceberg, all within 15 seconds.
Tails, despite spending most of the episode as The Load, pulls a Big Damn Heroes afterwards and flies Sonic to safety when he finally submits to exhaustion in the ocean.
Coconuts' Not So Harmless introduction in "Super Special Sonic Search and Smash Squad". Furious at being demoted because of Scratch and Grounder, he is incensed to get back in Robotnik's graces by pulling out a gargantuan mech and going Ax-Crazy with it. Extra points since he beats Sonic at his game and lured him in with a disguise.
Tails gets a great moment to shine in "Tails In Charge". After he inadvertently causes Sonic to get shot by a freeze ray, Tails spends the entirety of the episode defending the now helpless Sonic from Scratch and Grounder, culminating in him successfully baiting them to get the freeze ray (getting shot by it whilst frozen undoes the effect) and curing Sonic's condition. All by himself. Not bad for a four year old.