There was a long-running Foreign Legion series in Fiction House's Jungle Comics, "Captain Terry Thunder." At different times it was played both straight and for laughs. If you don't mind non-US comics, a series "Jim Stern of the French Foreign Legion" appeared in Australia's Captain Atom Comics (not the U.S. Captain). An issue is available over on ComicBookPlus. Thun'da, King of the Congo helped (and fought) the Legion in ME's Cave Girl #13. In Quality's Hit Comics #1, "Neon the Unknown" starts out as a Legionnaire who gets super-powers, but that is forgotten in the next issue when he moves to Europe and then to the USA. I hope some of these are of interest to you.