The way Yuno openly acknowledges, respects and praises Asta without being a hardass about it is refreshing for me, compared to the other rival characters/secondary protagonist from other series I follow.
I enjoy reading/watching Yuno's fight sequences, for being rich with cool and creative techniques such as spirit assimilation, mana zone spirit storm etc. Also while he is often inexpressive, I like the tidbit of character he has shown, for example, the times he speaks his mind against condescending nobles, like Klaus in the beginning, Alecdora, and Langris. When he refused to leave Klaus alone to fight against Mars in the dungeons and when he showed concern for William's body implies he developed a sense of comradeship with Golden Dawn and -I would like that to be explored actually- etc
It's been said textually and subtextually numerous times that he is as hardworking as Asta and makes effort to be powerful so he doesn't come across as Mary Sue-ish to me. That being said, I wouldn't mind seeing him face a bigger challenge where he struggles more obviously.