How to build my dancers?

My Inigo is also -Res, but he can still take Rein with death blow/QP just fine with triangle adept and the distant defense 3 seal. Give him a raven tome and he can counter both B!Lyn and Rein in the same turn if he has to. (At least, in my experience)

My Ninian is strictly for dancing.
That being said, I feel Fury is her best A slot for the added bulk and since she should never be in combat the life loss can be ignored. I chose Spur Atk because with Wings of Mercy she will teleport next to her dancing partner and grant them a buff while adjacent. I have Hone Atk on another dancer... the seal can either be Spur Atk or Spur Spd, which are the best options as a Nuker support.
The special can really be anything.
Dont waste the resources to give her lighting breath+ as she should never enter combat anyhow... mine is +Spd -Atk also FYI.

My (neutral) Shigure worked as a dancer + healer during the whole TT duration.

His natural tome, breath of life, breath of life seal.
Fury to increase his (LOW) capabilities
Sol to heal himself.

He was able to kill some reds and finish some other crap, to tank some red mages (except Celica, she's a damn monster).
And dance the rest of the time.

On initiation that's 7 from the tome, 7 from the CSkill, 3 to 7 from the seal, depending of its level.
I kept his signature BSkill, but I feel like he could be using renewal for more durability, or Wings of Mercy for an emergency teleporter / healer / dancer :)

I built my Ninian like an Azura, basically. I think dancers are mostly to frail to wear anything else than triangle adept.
With triangle adept she takes care alright of all those pesky red lords (but the falchion ones) and tanks pretty well all the mages.

Also if you have a spare Corrin, she could be a decent AOE debuffer, with smoke breath + a smoke CSkill / Seal. Classic wings of mercy of course, rather than escape route.

I don't have Inigo so I couldn't test him out (so sad, he is my true husbando... And the only one I didn't get from the banner). But according to most of the calculations I made he should still be OK with TA + Raven tome.
Have much fun with him and love him with passion, he deserves the best.

Your Inigo actually has pretty good IVs to deal with Lyn/other archers. He needs both Gronnraven and TA to stand a chance at all, but if you give him Bowbreaker as well he'll be able to survive and kill full cavalry buff Lyn. Rein will give him some problems; he can (barely) survive normal Rein and QP/Moonbow or a slightly buffed Rein will kill him, unless he has Deflect Magic 3.

Tbh I think the best option for your Inigo is Dancer's Ring + Darting Blow/Gale Dance/a support skill (such as Hone Atk or Breath of Life). The TA/Gronnraven/Bowbreaker build backs him into a niche of only dealing with archers (and without Bowbreaker he can't really kill anything), while simply giving him Darting Blow lets him both support + buff the team and act as a decent offensive green mage. Plus it's much more budget lol. But it really just depends on what you want from him.

Personally I've found that Blarowl works really nicely on Shigure, and should work just fine on your Shigure too. Dancers are going to be near other units, so Shigure will often get the owl tome buff. Fury lets him be pretty tanky (I'd give him Renewal too, though) while Darting Blow lets him have more of an offensive presence. Swift Sparrow is probably his best A skill and works wonderfully both with the owl tome and his standard tome. His B and C skills are pretty flexible, but you're right in that he can give theoretically buff every single stat of a blade tome user with Geyser Dance, making him a good choice for a blade tome support unit if you want to go that route.

+SPD/-ATK Ninian is actually pretty good tbh. Just give her Dark Breath, TA, and Wings of Mercy (+ a supportive C skill). That SPD combined with her bulk and TA lets her tank a lot of red units, some blue and colourless ones, and green mages that can't double her (she's an amazing Celica tank, btw). Dark Breath will then soften up the nearby enemies for your turn. Tbh -ATK Ninian's ATK is too low to make any sort of use of Lightning Breath, so Dark Breath is better for that IV anyways.