For my first Burning Man game I ran
Fenton Brahm with Flaming Effigy and Corona of Flame
Gorysche with Bad Breath, Splitting Tails, and Writhing Coils.
Twisted Horrors with Raving Madman
Strategems were Burning Man Descends, Time Paradox, Deranged Laughter, From the Aether, Chaos Fissures, and Fire from the Sky,
I found that I could easily go to Glory with everything by turn 2, but that with a single Commander, it was very difficult to go through the entire deck for Twisted Horrors. In addition, the shaken tokens were detrimental after they went to glory since they aren't removed. I think I will replace the Flaming Effigy, which I never used, with Icon of Malifaux so I can remove my Shaken tokens from my fireteams that can't take a Raving Madman once they go to Glory.
I lost to Storm Siren, but it was close, by the by.