King Slime: Factually Male
Eye of Cthulhu: Agender
Eater of Worlds: Hermaphrodite or Both Genders
Brain of Cthulhu: Agender
Skeletron: Male, according to Old Man's dialogue.
Queen Bee: Factually Female
Wall of Flesh: Male, according to confirmations that the guide is the wall of flesh, also according to loading tips.
Queen Slime: Factually Female
The Twins: Agender
The Destroyer: Agender
Skeletron Prime: Agender. However, could arguably be male
Plantera: Female, according to Cenx. However, Plantera has both male and female body parts, so it's safe to say that Plantera is Hermophroditic.
Golem: Agender. However, since Golem is a ritualistic Idol for Lihzahrds, he could arguably be male, as most gods or higher beings are.
Empress of Light: Female, as said in her name.
Duke Fishron: Most likely a male, as his structure seems mostly masculine, but she could be female as well.
Lunatic Cultist: Male in my opinion, because of the low voice.
Moon Lord: Male
Flying Dutchman: Agender
Mourning Wood: Agender
Pumpking: Male, most likely
Everscream: Agender
Santa-NK1: Agender
Ice Queen: Factually Female
...
Ocram: Male, in my opinion.