Agent of the Shadow Thieves

Commander creatures you own have "Whenever this creature attacks a player, if no opponent has more life than that player, put a +1/+1 counter on this creature. It gains deathtouch and indestructible until end of turn."

Safana, Calimport Cutthroat

Menace
At the beginning of your end step, if you have the initiative, create a Treasure token. Create three of those tokens instead if you've completed a dungeon.
Choose a Background (You can have a Background as a second commander.)

Mari, the Killing Quill

Whenever a creature an opponent controls dies, exile it with a hit counter on it.
Assassins, Mercenaries, and Rogues you control have deathtouch and "Whenever this creature deals combat damage to a player, you may remove a hit counter from a card that player owns in exile. If you do, draw a card and create two Treasure tokens."

Sword Coast Sailor

Commander creatures you own have "Whenever this creature attacks a player, if no opponent has more life than that player, this creature can't be blocked this turn."

Rilsa Rael, Kingpin

Deathtouch
When Rilsa Rael, Kingpin enters the battlefield, you take the initiative.
Whenever you attack, target attacking creature gains deathtouch until end of turn. If you've completed a dungeon, that creature also gets +5/+0 and gains first strike and menace until end of turn.

Ravenloft Adventurer

When Ravenloft Adventurer enters the battlefield, you take the initiative.
If a creature an opponent controls would die, instead exile it and put a hit counter on it.
Whenever Ravenloft Adventurer attacks, if you've completed a dungeon, defending player loses 1 life for each card they own in exile with a hit counter on it.