You’re not alone, because I agree with you. I love Companeros and pretty much all of Milian’s performances, though. Milian sometimes goes a bit over the top, but usually he’s incredibly watchable and has a fantastic screen presence.
From the list, I haven’t seen Sonny and Jed or Death Sentence. I very much want to see both, so I’ll hold off from voting for now.
Out of the rest, which I have watched, I am going to say Four of the Apocalypse and The Bounty Hunter are what I consider to be his best perfomances.
Four of the Apocalypse is just a remarkable performance for so many reasons, filled with malice and totally different from anything else I’ve seen Milian do. He has said in interviews that he was inspired by Charles Manson, and I think he really managed to bring a sort of sociopathic malevolence to the role of Chaco.
His role in The Bounty Hunter is no frills, but the simple story and setting meant he had to do more with his acting. Jose Gomez is a conflicted kind of bandit leader, which Milian does so well in other films like Tepepa and Companeros. What I really enjoyed about The Bounty Hunter, though, is the way Milian manages to convey that conflict and give the character so much more energy than the script and directing deserved. For me, the ending of the film was massively enhanced by a virtuoso performance from Milian.