3-2-1 Rank is my system for ranking cards' synergy with the commander, or how important I feel the card is to the goal of the deck.  3 is the best, and 1 is the worst.

Fell Shepherd works great with Henzie, providing both a sac outlet for creature, to gain extra value out of them, but it also provides creature removal of the best kind (sorry indestructible crits), and then provides the means to recur them all back to your hand!  Once Henzie is reducing their cost enough, and enough mana is available, you can really do a lot every turn!

Doom Weaver jives so well with Henzie and sac outlets!  Blitz a creature in, soulbond it with Doom Weaver, attack with it, then sac it to an outlet and draw two or more cards... yes please?  Or blitz a creature in, soulbond with Doom Weaver, sac it, draw cards, then blitz in the next creature and repeat... if the creature being blitzed in has little attack value, there's little need to actually attack with it, but rather just take the ETB/death/etc trigger and the card draw.

Rakdos, Lord of Riots is a fun card in here if you build around death triggers that have each opponent lose a life, both making it easier to be able to cast Rakdos, but also reducing creature costs most likely down to their color costs only, since they will cost 1 less per one damage dealt!  And it reduces blitz costs at the same time, sooo... high value card in here!  :)

Grothama, All-Devouring also works well in this deck, providing a pseudo-sac-outlet, by attacking and fighting Grothama with blitzed-in creatures, which will kill most of them, triggering their blitz draw on top of Grothama's draw trigger.  Lots of draw!  And best of all, Grothama can be blitzed in to do all of this, making it cheaper to cast, and providing an extra card draw!  Oy!  ;)

The value of Doom Weaver is crazy in this deck when you are blitzing in creatures that you can sac, just soulbond with Doom Weaver each time, and sac it before you cast the next.  How many cards do you wanna draw...?  How many creatures can you afford to blitz-cast...?  Plus it's 1/8 reach!

If nothing else, Ashnod's Altar should be seen as a way to both sac Henzie and help pay to cast him again, in order to reduce the cost of blitzed-in creatures.  It's a must-include, seeing as casting Henzie more times only makes this deck better and faster, and raises the value of each creature you blitz in (relative to its casting cost).