We have Catelyn, we have the others, We had Beric Dondarrion, who else?
I think Gregor Clegane is a good bet, too. The Others don't count since that falls into the category of "monster". That's already three too many by my count.
I believe you can also count Bran and Arya (Rickon is probably too young) since the world believes them dead. So in the character's eyes they will miraculously return to play their parts in saving the day. The reason I don't have a problem with them is because they are characters GRRM is actively following with the intention of bringing them back later on to the world at large. We know them, we can guess at their purposes, it's fine.
Where I would have a problem is baby Aegon suddenly appearing to save the day after we've had no indication that he's alive and, if he is alive, we certainly haven't gotten to know him. If it happened it would be way too much of a deus ex machina for me and I would be disappointed. Fortunately, I don't think GRRM will do it. He respects his story too much to have something so convenient happen like that. I personally think he was trying to mess with people's heads when he made his comments about Rhaenys definitely being dead but left out Aegon.
Honestly, can you imagine:
Dany: Aw, crap! We need another head!
Jon: Heh, heh, I've got a spare head here....
Dany: *groan*
GRRM: BEHOLD AND WONDER FOR I PRESENT BABY AEGON CONVENIENTLY ARRIVING IN THE NICK OF TIME TO AID IN YON QUEST TO SMITE ALL FOES!
Dany: Woot!
Jon: Aw, man
...*laces up his breeches*