I dont think making someone vulnerable makes them more interesting. any human is vulnerable but not all are interesting. What makes him interesting is being the "last son" of a dead planet and one of only a hand full of his species left, brought up in a world he didnt fit into. I have always said it would help Superman as a character if he did more universe travels. Sorry for the long lists but i think he should fight more powerful beings that can conwuer worlds and larger. I liked everything up to Action Comics Action Comics #1000 (i havent read the Man of Steel series yet). Having to fight Mongul (and his kids), Lobo, Kalibak, Steppenwolf, Karmang, Kroog, Lady Blaze, Mantis, Replikon, Rogol Zaar, Snake Omega, Solaris, Subjekt-17, Tyrell, Ulysses, Wraith, Yggardis, Lyla, The Auctioneer, among others would be more interesting. He could be activlely stopping Darkseid's forces from taking over worlds, trying to stop lady blaze from corrupting souls from around the universe, etc.
Rogol Zaar isnt unique. Going through the 606 villains on his enemies list I found 3 villains that are seeking/trying to kill the last of the Kryptonians
yet for Superman being the last son of Krypton, I found 50 Kryptonians listed in his friends and enemies pages, not including the daxamites, clones, or alternate universe (except for Powergirl). Many were from the new Krypton arc
People from the Phantom zone totaled 14