I am thinking that using the objectives ability to play Bossk from your hand on an opponents turn might be quite effective. Surprise Capture!

I don't believe that will work due to the play differences between "put into play from hand" and just "play from hand," though it would be cool if it worked.

Indeed. Toqtamish clarified that 4 posts earlier.

Still a great effect if you play him just for defence. He can do quite some work

Edit: I just discovered that 'A Price on Their Heads' doesnt say "play only during your turn" unlike 'Captured'. This makes this card even better.