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I’d argue not. A Day in the Limelight involves a break in formula (a normally secondary character becomes the focus), and an anthology series with no singular protagonist can’t have such a deviation.
I feel A Day in the Limelight would work for smaller characters and one-shot villains like Happy Hogan and Hela, but I don't think it works for the other characters listed here, except maybe Nebula.
"I'm Mr. Blue, woah-woah-ooh..."

Specifically, What If…? (2021). Many episodes are centered around MCU side characters (the current season having episodes focused on Nebula, Happy Hogan, and Hela), and not-quite-side characters such as T'Challa, Peter Quill, and Doctor Strange