Zelda should just hold stage control while Lucario runs around and wreaks havoc with his on hit cancel stuff.
Lucario can throw out his "Spirit Bomb" to pressure someone who's recovering, pre-occupy your opponent while you need to go help your partner, or as a kill move (I think?) if your partner has someone in a grab. Throw the "Spirit Bomb" at Zelda by accident? No problem, just Nayru's and reflect it or teleport through it.
Zelda can help Lucario recovery without too much risk with Din's (I think?), pop one in Lucario's Up-b path to allow him to do it again. Zelda can also help Lucario from edgeguarding situations by Teleporting over from the ground (as to wavedash out of it) and knock the other person off.
During your matches against "Windfish" (Collin) and I, one of you guys (who played Lucario XD?) threw some "spirit bombs" at me and just kind of stared at it slowly wiggled towards me, you need to use it as a way to get a free grab or aerial punish.
Also, were you guys sandbagging

?