Just a recommendation, I wouldn't use "may" in the effect. I don't think any of the other sidekicks have "may" in their usage. If a player didn't want to use the effect, they would just not play the card. This would fit in line with the other sidekicks better. Also, then you could just have the card effect, and at the end have return this card to the sidekick deck, or whatever the standard text is.
As it turns out we are both right. The original sidekick cards (with Bucky and Cap on them) were worded just like mine is ("you may..."). The more recent sidekicks (avenger pets) have been worded as you described. The more I think about it, this is probably because the "you may" wording is kind of redundant. There is no rule that says you must play all the cards in your hand, and thus you are free to discard a sidekick during a particular hand instead of playing it. However that doesn't make much sense because the real value of sidekicks is they are cheap place holders that are better than your starting deck but not by much so you are glad they don't stick around forever. I might re-word this card to match more the avenger pet wording. In either case I think the card works