Just giving Rodolf first strike or double strike is strong because its going to be indestructible before receiving combat damage
Because all shrines are legendary permanents, specifically legendary enchantments, you can also use enchantress commanders, legends-matter commanders, and historic-matters commanders at the head of your shrine deck, but I wont include them here aside from some honorable mentions
Delney also gives each creature under their protection evasion, enabling them to avoid being blocked by creatures with power 3 or greater, making swarms of 1/1 and 2/2 tokens into serious threats against most boards
Liliana of the Veil might offer more value over a long game, but it loses a lot of potency on the draw
It takes a lot of mana to make the removal side work, but if you manage to get delirium, it doesnt really matter as it doubles the damage of your burn spells, as well as pingers like Thermo-Alchemist