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PaulCovaleski and Cobb also appear in the 1928 Star Candy set. I believe Speaker also has a last card in the Star Candy set.
Walter Johnson has a 1927 E210 York Caramel as well as a 1927 E126 American Caramel.
Do "W" cards count? G.C. Alexander has a 1930 W517 that lists him with the Phillies. He also has a W590 that lists him with the House of David. That wouldn't qualify as his last major league card, but I think it's likely that he also has a W590 with the Phillies (though I've never seen one).
The M101-4/5 sets also have a lot of last cards, like Walsh, Brown, Bresnahan, and the uncatalogued Bobby Wallace. Sam Crawford is in these sets and the E135 Collins McCarthy set.