Stalin - Won WW2, popular support and a good grasp on the apparatus of the state, not going anywhere.
Mao - More likely to get a bunch of red book wielding people causing a issue if you did this, Also founder points and a desire to project party unity.
Pinochet - I'm sure the US/UK would have issues with his removal, maybe intervene.
Leopold II - Belgium eventually couldn't take the excesses of the Congo and took it off him.