I have both G. Kong and Leonidas maxed (don’t have Thorne), and really like them both. I don’t regret maxing either of them, and I’m currently waiting for rings and darts to ascend a couple new heroes.
Kong does a lot of damage at average speed plus you get the defense against blue and dispel. He’s also nice because he’s a red that doesn’t do fire damage so I don’t end up with red stacks where everyone’s fire damage is overwriting each other. I use him a lot. He does die easily because of his low defense, but he’s not a total glass cannon because he does have high HP.
Leonida’s 40% mana cut is great and I’ll sometimes take him over Malosi for the actual mana cut as opposed to Malosi just blocking the casting of status effects. The two of them are great to use together. I just think Leonidas is really useful hero, not the star of the show, just all round useful.
I would definitely ascend them, but Jonah’s advice about how much you spend is good. Are you likely to get someone “better” soon or will you be waiting around for months. I’d rather have maxed 5 stars now than some possibly better ones that might show up someday.