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.)

Dungeon Delver

Commander creatures you own have "Room abilities of dungeons you own trigger an additional time."

Sefris of the Hidden Ways

Whenever one or more creature cards are put into your graveyard from anywhere, venture into the dungeon. This ability triggers only once each turn. (To venture into the dungeon, enter the first room or advance to the next room.)
Create Undead — Whenever you complete a dungeon, return target creature card from your graveyard to the battlefield.

Far Traveler

Commander creatures you own have "At the beginning of your end step, exile up to one target tapped creature you control, then return it to the battlefield under its owner's control."