Wolverine: Alone

Granted, in the comics this storyline is a part of the Dark Phoenix Saga (and we all know how terribly this bigger storylines was adapted for the big screens). In this storyline (which is, basically, a single chapter in the saga), the mutant must find a way to free his fellow X-Men, who were imprisoned by the Hellfire Club.

Sure enough, an adaptation following the events of X-Men: Apocalypse could certainly dismiss the Hellfire Club in the favor of some other villains – who can be present even if Apocalypse is defeated.

It can be noted in here that Wolverine: Alone was the story which made Logan one of the most beloved mutants of all times. So yes – this would probably be the best way to end the character.