Sheggra team for a new player

Got Sheggra as my first legendary and it looks really strong. But I have trouble finding the right team for it. Using Sheggra ability without setting board first can end in killing yourself.
Tried running hero/sheggra/valkyrie/banshee and while it’s a wonderful combo it takes long time to fill all three.
Any suggestions?

Since you said “first Legendary” I’m going to assume Infernal King is out.

If you have it, my absolute favorite invade team (a bit risky in the current meta, perhaps) is:

Anointed One
Mercy
Sheggra
Valkyrie
http://ashtender.com/gems/teams/anointed-one,mercy,sheggra,valkyrie

With a Red/Red banner, Anointed One has no problem refilling both himself and Sheggra.

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Thank you, this team looks very good. Unfortunately I don’t have either mercy or anointed one.