This character appears in the final scene of Everybody Hates Chris:
The camera lingers on him for a while and Chris also watches him for a moment.
Is he in anyway relevant or notable, or is it just a Sopranos reference?
This is a cameo by Everybody Hates Chris director Lev L. Spiro. He directed six episodes in all. This was his only cameo on the show (as 'Ominous Man') according to IMDb and he's not a character. Seems it was just a fun cameo as a stand-in for the Members Only Jacket Guy in the Sopranos finale, which this finale indeed parodizes. Crew cameos in finales are quite common.
The entire final scene is a reference to the final scene of The Sopranos:
Series creators Chris Rock (the real, grown-up one) and Ali LeRoi didn't stop there. Other Sopranos touches abounded. A menacing guy sat at the counter, looking over at their table. Chris' dad Julius (Terry Crews) had trouble parking his newspaper truck outside, just as Meadow had a problem with her parallel parking on The Sopranos.
This video compares both: