30 questions contain "Mal" and 16 of them are about the one from Firefly. I know this isn't that many, but this post seems to think it is enough. Besides, we do have tags with less questions. Scoring malcolm-reynolds using the system from the above post, we get 12 (1, -1, 2, 2, 2, 2, 1, 1, 2) which is enough to make it a tag. (You may not agree with my rankings, just tell me and I'll look at 'em.) Should we have malcolm-reynolds as a tag?
Among the 15 questions which mention "Mal" and are tagged firefly, at most six are actually about Malcolm Reynolds, rather than simply mentioning him. So the proposed malcolm-reynolds tag wouldn't even pass Shog9's test for character tags. (And it's worth noting that that advice hasn't really been followed in practice, in terms of creating tags; the way the community has interpreted it seems to be just that a character tag isn't worth destroying if there are at least 10 questions with it. Otherwise we'd have a rand-althor tag by now, as well as a lot more Harry Potter character tags than we do).
General rules aside, it just doesn't seem worth it IMO. We have 86 firefly questions currently, most of which are general questions about the universe or the plot rather than about specific characters. Plus, since Mal is the main character of the show, I doubt anyone would be interested in following/ignoring a tag about him specifically if they don't already follow/ignore the firefly tag.
(By the way, the tag checklist you mentioned has since been rejected by the community.)