Have

Imoen, Mystic Trickster

Ward {2} (Whenever this creature becomes the target of a spell or ability an opponent controls, counter it unless that player pays {2}.)
At the beginning of your end step, if you have the initiative, draw a card. Draw another card if you've completed a dungeon.
Choose a Background (You can have a Background as a second commander.)

Seasoned Dungeoneer

When Seasoned Dungeoneer enters the battlefield, you take the initiative.
Whenever you attack, target attacking Cleric, Rogue, Warrior, or Wizard gains protection from creatures until end of turn. It explores. (Reveal the top card of your library. Put that card into your hand if it's a land. Otherwise, put a +1/+1 counter on the creature, then put the card back or put it into your graveyard.)

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.

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.)