Thief is just a great utility Ninja that is cheap to activate, allowing you to gain an early-game advantage with the Treasure and to put some of the big hitters back in your hand to recycle
While Chromatic Lantern is a very nice addition to help ensure you have access to the colours you need, if you're going to upgrade this improving the lands and swapping out that Temple , Swiftwater Cliffs , and Terramorphic Expanse should be your first priority
Biting-Palm Ninja falls into the former category, as it can ambush opponents through its ninjutsu effect and cause trouble by removing a menace counter to take a non-land card from an opponent's hand
Mikaeus, the Unhallowed Mikaeus, the Unhallowed gets its own slot separate from the other lords and undying creatures
Cinder Pyromancer only hits a single player, but untapping off any Red spell means it can consistently deal at least 4 damage per turn with our commander in play
Effects that modify a creature's power and/or toughness without setting it will apply to creatures you control no matter when they started to take effect