After the tepid reception and box office performance of “Captain America: Brave New World,” Disney’s Marvel Studios has two films left to get its cinematic universe back on track and get fans excited for next year’s “Avengers: Doomsday” for reasons other than Robert Downey Jr.’s impending heel turn.

One of those films, the antihero action film “Thunderbolts*,” hits theaters this weekend and has already cleared one hurdle that befell “Brave New World” as well as “The Marvels” before it: critics mostly like it.

While not effusive in their praise, the vast majority of reviews for “Thunderbolts*” lean positive, with particular praise given to the film’s cast — led by Sebastian Stan, Florence Pugh and David Harbour — and a story that allows them to mine their characters’ emotional depth. The film currently has an 89% score on Rotten Tomatoes.

Because of the franchise’s post-“Avengers: Endgame” inconsistency, the...