Tough question to start out on but I'll do my best to answer:)
Soldier - Extreme Masochism for sure... I mean have you read the comics? He is literally begging to be tortured.. If I had to put specifics on it I'd say he's really into CBT. Though knife play is also a big factor for him in my mind. Mans likes to bleed.
Scout - Foot feti-- No, no, that's too obvious. HE DOES, of course, but I think what's more fitting is predator/prey. He's the prey, and his natural inclination to run away like a little rabbit really hits it home for me. Picture this-- Saxton Hale and his Scout hunting park :3
Sniper - The piss isn't enough for me, Sniper puts worms in his dick. He's grimy and disgusting and loves the thought of his insides being infected and his body being used as a vessel for parasites.
Medic - Enema moment! Of course he has medical kinks and this one is probably my favorite, Med likes to fill himself up until its so painful he'll burst and then.. well, you know.
Spy - CNC. Whether its on him or someone else, I view Spy as a switch. The idea of him being taken against his will is something I think he loves, though he'll refuse to admit it. And of course, he'll also be the one to force himself on his partner too.
Demo - This might come out of left field but I think he's super into asphyxiation and strangulation, whether it be on himself or someone else.
Heavy - This is very self-indulgent but I think Heavy loves master/pet play, with him being the pet. He likes being at the beck and call of whoever has control over him, taking whatever abuse without complaint.
Engineer - HOUUUUGH Boy Do I Have A few for Engie. I can't decide tbh.. Objectophilia, Violent Sadism, Hypnotism (Either him or him doing it to someone else) yeah..
Pyro - Uh... Latex. Was that a cop out answer? Ngl, I don't really view Pyro in a sexual sense like at all.
Thanks for the question! I hope I answered well enough :P