Improved AI on whoever the companion is, maybe pet controls to give us some measure of control over them.
Whatever the final challenge is, id like if it wasnt a boss fight, not really the interesting part of delves.
Id also like if Delves maybe had a system like the pvp ilvl one, where it goes up in pvp. So its a fine ilvl normally, but goes up high only in the delves themself. Make it so that gear from delves/the delve row of the great vault is at least close to the best gear within delves themself, not just people coming in from raiding and overgearing the content.