I don't have a least favorite character either. I think it's because The Legend of Zelda doesn't try to demonize or make the players hate characters unconditionally to advance the plot. Honestly, no Zelda characters are crafted to provoke a strong range of emotions, save the ones from Majora's Mask. Additionally, the fact that NPCs don't have distinct personalities in Zelda games compared to the more involving games of this console generation, it's difficult to single any character out as annoying or obnoxious.