Well, look no further than one of my favorite pieces of Star Wars media, the Darth Vader (2017) comic by Soule and Camuncoli~

Just now I picked an issue at random and immediately remembered why I love this comic so much, despite being a very casual SW fan who usually doesn't bother with Western comics at all. But not only does this one have very consistent and pretty art; it also has great dialogue and character writing.
I think Vader is adorable in this comic. ^^ Not that he's actually "cute" or sweet or silly in a conventional sense; I just mean that his character is written so neatly that it becomes endearing, in the way that you expect from a protagonist.
From the perspective of this story, he's not an inscrutable force of nature, or a bogeyman lurking in the shadows...he's just a guy. A guy who happens to be a badass evil fantasy wizard and kills people as easily as breathing, but still just a guy. He has to deal with coworkers he doesn't like; he has to solve problems and defeat enemies and figure out who he can trust and who he can't...and at the end of the day he just wants his wife back, despite the fact that he's the one who killed her. He's impatient, he's guilty, he's prideful, he's vulnerable...he shows so little of these turbulent emotions, and yet they come across so well. I'd recommend this comic to anyone, especially someone interested in a villain MC. ^^
I mean, obviously yes. ^^ I just think doing it well requires an unconventional approach.
I think the first thing people need to do when they get ready to write for a villain is to let go of the commercial ideas of 'relatability' that are so often taught to amateur writers. Not that they're wrong, but they'll only distract you in a case like this...you gotta forget about making your character palatable or "justified" or sympathetic, or even understandable. Throw it all out the window; you can return to that stuff in later drafts.
To start with, just focus on who the character is. What they hate, what they want, all the obstacles standing in their way. Let their evil flow through you and onto the page, and from there determine what the stakes of their story would be, from their perspective. For example, Vader is trying to figure out where he stands with Palpatine, and also whether or not he can actually get Padme back through the Force. Those relationships-- mentor figure and former wife-- are extremely important to this character, so it makes sense that they'd form the backbone of his story. I can believe that those are things Vader would have in the back of his mind all the time, even while he does totally unrelated evil things. That's who he is; that's where his efforts and interest (and thus, the story) would naturally go.
The next thing a writer needs is to develop a charm point for the villain MC. Something to make the reader actually want to stay with this character and follow them, despite probably disagreeing with their behavior. It could be anything from making them sexy, funny, or powerful, to just giving them an interesting perspective on the world or a unique character voice.
In Vader's case, there's the cool character design, but there's also just his competence. Simply put-- he's a strong fighter who never fails to impress. ^^ He talks down to his opponents and dismisses them, but rather than hating him for this we tend to respect him, because we know he can back it up. And when he does get into a bad spot-- usually at the hands of another villain with weaker charm points-- we want to root for him, or at least see what he does. Because it's not normal for him to lose, so if the story seems to be heading in that direction, god only knows what's gonna happen next...
The rest just comes down to refining the story in the drafts; finding a balance between the villain's actions and how you want the reader to feel about them; how hateable you actually want this villain to be; all that stuff we threw out the window earlier.
Something I'm a big fan of in these kinds of narratives is having someone address the villain's flaws in a way they can't ignore...and yet, allowing the villain to not care and just plug their ears and do what they want anyway. XD Like, if all it took was some talk-no-jutsu to make this villain give up, they wouldn't be a real threat, would they? If they're going to learn a lesson or have a change of heart, or at least understand something about themselves, they're gonna have to face that trial by fire and figure it out on their own. No outside party is going to make them change; that would be an insult to their resolve and their role in the story.
In this story, the role of the 'someone' is played by Lord Momin (another adorable character who's honestly a perfect foil for Vader; my life will not be complete until I get to hear these two interacting on film or TV)-- during their final confrontation, he basically reads Vader for filth and makes a lot of spot-on observations about him...some of them things he would personally believe coming from his worldview, and some of them actual insights into Vader's character that the reader can definitely agree with.
And in that moment, Vader has no choice but to listen to him. He doesn't even argue; he lets him say his piece. And then this happens:

(spoiler alert: he doesn't)