I have been thinking about this too. I'd say Annette is likely your best option. Mercedes has a specialty in both Reason and Faith, so she can end up as your Gremory, and Flayne is a neutral that has a specialty in Lance and Faith that can be your Holy Knight (unless she is weak in Riding).
Annette's specialties are weird in that none of them really synergize in a Master class (Axes, Reason and Authority). Dancer can use magic and gets an Authority boost, so I'd choose Annette. With easy class switching, you can always swap back to more offensive class as needed. Her personal skill also lends to her being a support (Rallying an ally also gives them +4 STR).