In Season 2 of Netflix's The Punisher, we see a mercenary/assassin named John (also called The Pilgrim) who is hired by the Schultz.
I couldn't find anyone by that name. So is this character based on some Marvel villain/super-villain?
Steve Lightfoot, The Punishers producer, has stated in an interview published on Marvel.com that John Pilgrim is based on the Mennonite.
Speaking about the character’s origins with Marvel.com, “Marvel’s The Punisher” Executive Producer/Showrunner Steve Lightfoot explained, “He was inspired by a character called the Mennonite from the comic books. I always really liked that character, who was a guy who had lived a life of crime and given it up and found redemption and a new life and was dragged back in to go and kill with Frank. He was sent back to New York, the last place he wanted to go, to have to face the Punisher. And I really liked that arc. As often is the nature with the comic books, it was quite broad. He went to New York on a horse and cart, which wouldn't have fit the tone of the show. I didn’t want to specify a particular creed or faith or church and put a name to him, so the idea was that we had a more mythic version of that character. Also, I was always and still am a fan of “Night of the Hunter,” the Robert Mitchum movie. And I always loved the villain in that and he had tones of that as well. That was another inspiration.”
Looking around the Mennonite is indeed quite a minor character having only appeared in Punisher MAX Vol 1 issues 3 - 5 and dying in the fifth. The character seems to have a very similar backstory to John with having an ill wife, being religious, Amish not born again Christian, and being hired after putting his life of killing behind him to assassinate the Punisher.