As previously mentioned, the ghost of Anakin, who popped up at the end of Return of the Jedi, seems to already be on speaking terms with his conflicted grandson. While his presence was less obvious in The Last Jedi, his influence on Kylo was still strong. From sparring with Luke to murdering his Master, the parallels across the Skywalker generations were undeniable even as the film forged its own path forward.
As Kylo heads into uncharted waters in Episode IX, an impromptu commune with his idol could prove instrumental in what might be the end of his journey. A popular theory is that, during a lightsaber showdown between Kylo and Rey, the Supreme Leader could see a vision of Vader if he manages to finally get his gloved hand on the Skywalker family lightsaber currently in Rey's possession. This would mirror the vision Rey had of Luke when she first touched the weapon in The Force Awakens.
There are also the persistent rumors that Hayden Christensen is in talks with Disney to come back to the franchise. As the Express reports, these rumors started after the actor appeared at 2017's Star Wars Celebration, though two films later, we're still none the wiser about how much truth there is to this. The report also adds that Christensen's potential involvement could be limited to audio only, the same way we heard snippets of Ewan McGregor and Alec Guinness as Obi-wan in The Force Awakens during Rey's Force vision. Putting The Holiday Special aside, the prequel series is widely regarded as Star Wars' lowest point, but nostalgia from younger generations of fans means that a Christensen cameo would likely be welcomed as a nod to the series that was a jumping-on point for many.
Having said that, the actor being edited into that Force ghost roll call in Return of the Jedi was far less appreciated, and, to be honest, do we really want to see a repeat of this six movies later? As we saw in Fantastic Beasts: The Crimes of Grindelwald, stories can go awry when continuations become too wrapped up in self-referentiality. While we did get a cameo from Yoda in The Last Jedi, it was more of a subversion than a callback, emblematic of the great pains the film went to in order to resist fan service. Plus, if fan service is what you're after, you only need to watch Vader delivering one hell of a corridor fight scene at the end of of Rogue One: A Star Wars Story to get your fix.
Instead of our last look at the Skywalker patriarch being a treacly and predictable appearance among an Obi-wan, Luke, Yoda (and maybe Leia?) spooks line-up during the closing moments of Episode IX, or even as part of a forced hallucination while Rey and Kylo are in the grips of their last battle, wouldn't it be far more powerful to make that spine-tingling shot of his dusty, crushed helmet and the ripple of his breathing in The Force Awakens be the last we ever see of him?
In a fictional world where the living chit-chatting with the dead has become an expected staple, there's little dramatic value in seeing spiritual apparitions of Vader anyway, particularly when that "spirit" already haunts the people and objects he's left behind so potently. Anything more would be like the third Death Star, i.e. overkill.
Maybe it's time to let Anakin, Darth Vader and their Force ghost rest in peace.