I'm interested in rare/uncommon minifigures and I came across this guy on Bricklink: https://www.bricklink.com/v2/catalog/catalogitem.page?M=ovr023&name=Overalls Gray on Orange with Pocket, Gray Legs, White Cap - Glued&category=[Town][Classic Town]#T=S&O={"iconly":0}

Only produced for a factory display in Germany, only got out because they fell out from under the acrylic glass on occasion. There aren't any available but I can only imagine how much they're worth.

I'm looking to broaden my knowledge: what are some similarly rare/expensive figures/figure parts? Not talking about examples like the 2013 Captain Rex, 2016 Thrawn etc that have shot up in value now but were not difficult to acquire when available (although figures from sets aren't completely excluded if older, limited distribution etc)

Mr. Gold.

There are the 14K gold Boba Fett and C-3PO, the figs that went to space, and so on. A Google search for rare lego minifigures will give you loads of information.