I don’t know, Grim did a pretty good episode that touched on gender identity in an interesting way. They introduced a creature that was both male and female and could go between the two, and the dialogue really focused on how both genders were really intrinsic to this person’s identity. Spoilers: there’s a part where…

Actually, Shangela’s drag has greatly improved. I worked with her on a show and I just fell in love. Such a nice person and she was a hard worker.

A suicidal monster was trying to escape his life by becoming someone/something else. The idea of disappearing into a new body/persona appealed to him on a surface level because he wasn’t trans, he was just unhappy with his life. Mulder shot him down as quickly as he could. The guy wasn’t taking it seriously.