The idea that James Gunn (Slither, Guardians of the Galaxy) is particularly fond of Moon Knight is really great news because I can think of nothing better than seeing the Fist of Khonshu on the big screen.
But the hurdles for that happening are two-fold. First Gunn is occupied working on Guardians of the Galaxy, Vol. 2, so he doesn’t have time to direct.
The second issue is that Marvel Studios’ production slate is booked so far in advance that even if Gunn were ready to go tomorrow there’s no guarantee that they could fit it into their schedule (according to Screenrant their production slate is filled all the way to 2028).
And that’s working on the assumption that Kevin Feige even thought it was a good idea.
But there’s a way to make it happen. Instead of directing, what if Gunn wrote a treatment that could be ready for shooting but more than likely would form the basis of the movie that others could build on.
Then Marvel Studios would create a new imprint, in the vein of Marvel Knights, that would handle more adult-orientated characters that might warrant an R-rating (and Kevin Feige has said that he didn’t want to create R-rated movies. This way he technically wouldn’t have to though more importantly the characters would remain faithful to the versions that their fans have come to expect).
An important aspect of this strategy would be production budgets falling somewhere in the ballpark of $50-80 million because, while no one wants a movie to fail, if it weren’t able to meet expectations losing somewhere in the ballpark of $80 million is small change compared to the production budgets of most superhero movies today.