That being said, let's talk about how you as the GM can help your players to feel like bad asses in your game.
Let's be honest. Deep down quite a lot of gamers have this desire to see their characters like this:
And if they don't want to be Vader, they likely want to have moments like John McClane (seriously, if you haven't watched Die Hard watch it. Tons of great stuff in there.)
Now maybe not every player wants that. They may certainly not want it with every character they play. But it is my thought that everyone wants their characters to be cool and awesome in some way. Maybe that is with violence. Maybe it is in some other way. The problem then comes in, how do you make them feel badass?
A Sense of Scale
Look back at the Vader scene above. This is a great establishing moment for a villain. Seriously, if this is your introduction to Vader you understand just how scary he is to other people. You then get to look at other characters differently because of how they match up to Vader.
Watching A New Hope it is easy to see Wedge got lucky because his X-Wing is only damaged instead of destroyed when Vader shoots him, unlike Biggs. Both these characters aren't really established. They're literally just fodder to the audience to up tension and buy Luke time. However, if you've seen Rogue One first, and you know how deadly Vader is, then you get a new appreciation for how lucky - or how good - Wedge has to be to survive that encounter. And also how ridiculous Luke has to be to be able to keep making the micro-adjustments that keeps Vader from frying him like he does literally every other pilot from the Rebellion.
But surviving Vader, while awesome, doesn't tend to make people feel bad ass. Defeating Vader does, sure, but you can really only do that so many times in a game before you never get the feel of a Vader again.
However, making something seem bad ass works both ways. And for it you generally need 2 things.
You need an established threat level. In D&D not many people take goblins seriously because goblins are well established in numerous places as being weak creatures. A player character is expected to be able to take on multiple goblins from a fairly low level. As such fighting multiple goblins is just expected.
However, what if we established goblins as tougher? What if we showed a group of Goblins as being particularly strong and nasty. These ones don't win through out numbering people 4-1 but fight them one on one, or even one on two. Not the PCs, but NPCs the PCs know. NPCs the PCs trust and respect.
It's a relatively simple formula to establish threat. Find someone or something the PCs respect the threat of. Either by fighting against or fighting with. Next, introduce the next thing and have it either fight evenly (I prefer evenly to winning and find it works better) or beat said thing.
By having this comparison you establish the threat.
For example, let's say there is an NPC named Ser Helga in your game. In a tournament Helga fights one of your PCs and wins the fight either in a close contest or handily. They're friends. The PCs know Helga is about equal to one of them, maybe even a little better. They respect her threat level.
Now Helga gets in a fight with one of these Red Hand Goblins. One on one. Helga wins, but she is badly hurt in the process. One of these goblins is a threat for Helga, who in turn is a threat/slightly better than one of the PCs.
We have now established the threat.
The second thing you need is numbers. When something goes from being a threat you respect, to something that needs numbers to continue to be a threat you have a visible marker of growth. And when that growth gets to certain points you feel badass. Especially as you feel you growing compared to the world - as opposed to you growing with the world.
Consider the Vader scene we had above. This happens after a climactic battle scene where we see that anyone with a gun is a threat to anyone else in the fight between the Rebellion and the Empire. On a 1:1 baring, any random Rebel Trooper is equivalent to a Storm Trooper. The difference is a difference in numbers, but the established threat of individuals is respected. And then this new black armored figure with magic powers and a red sword shows up and casually wiped out a dozen men all firing at him at once with no cover and without being touched or even seeming anything but relaxed if not bored.
Bring that to your game. You've established these Red Hand Goblins as a threat. The PCs have fought them and discovered it is true. But they've also gone on some other adventures, learned things, leveled up, progressed their story. They come back around, and where before 1 Red Hand Goblin was a threat now the fighter can fight 5 of them and not slow down.
To the world, 1 of these goblins is still a threat. 1 can still take down the likes of a knight like Ser Helga. But a PC can take on multiple. The PC has grown past this point in the world. The sense of scale has to be readjusted. And the PC gets to feel badass.
Don't Crush It
The other part where I see a lot of GMs fail is they work hard to establish this sense and then crush it. The next bad guy just casually comes in so much harder, and bigger, and more badass and powerful. It can work once or twice. But if it keeps happening, it gets repetitive and kills the feeling of being badass.
In short, you need to let the PCs win and win hard sometimes. Sometimes the badguys response to an issue is to send 5 guys to deal with it. And sometimes those 5 guys are not a threat for the PCs. That is the PCs growing to needing to be a special consideration of the badguys. But if everywhere the PCs go they are running into deadly encounters, all their plans are foiled, and every enemy has custom tricks designed to counter or negate their abilities they won't feel bad ass. They won't feel special. And that's fine if it is what you're going for. But if that is what you want, why did you read this whole post? ;)