So I ran this again last night, and it continued to be awesome.
First, I don't think I mentioned the original pcs' names. The dragonborn fighter (entertainer) is Mad Max Hashish, the dragonborn paladin (criminal) is Carl Hungus and the dwarven wizard (soldier) is Dzedz Orcslayer.
A fourth pc joined the party: Flint, a halfling bard with the sage background. He was a student of Lazarus, the npc wizard that the pc wizard was trying to get a spell from for his own master. The spell in question had been rediscovered by one of Lazarus' associates, but she'd vanished while exploring the local megadungeon. To make a long story short, the pcs decided to enter the megadungeon for a variety of reasons- collecting goblin ears, retrieving the lost spell and rescuing the missing wizard if possible.
While they were walking through the city to go recover Benthum, their slave/henchman, the fighter started smoking his pipe. The halfling's player asked if he had a nice family pipe or something, and I said, "No, you used to, but you got mugged a few months ago by the Bronze Tigers- one of the city's street gangs- and they took it from you. In fact, the guy pushed you down, took your pipe and had the gall to light it up before he sauntered away."
We figured out where the mugging took place- the corner of Bronze Avenue and Soot Street, my city map is AWESOME, yo- and I realized that they were going to go through the exact same corner.
Random encounter check! Sadly, there was nothing noteworthy, so I thought, "OK, they're gonna be in the dungeon in three minutes real time."
But then the fighter/entertainer changed the game.
See, the halfling told the other pcs that if they encountered the Bronze Tigers, he wanted his damn pipe back. Growing oddly sympathetic for such a bunch of malcontents, the others agreed that, if they ran into the gang, they'd back the halfling's play.
And then, strolling through Bronze Tiger territory, that fighter pulled out his lute and started bellowing a song about how they were gonna kick the Bronze Tigers' asses. And rolled somewhere in the neighborhood of an 18ish.
So, just as they reached the corner of Bronze Avenue and Soot Street, where Flint had been mugged, a bunch of Bronze Tigers came belligerently out of Bill's Bar nearby and confronted them. This turned into a street battle that left the tigers beaten and unconscious, with one dying from a crit that took him to - hit points and a couple more probably bleeding out. The pcs looted their (mostly unconscious) forms and scurried on their way.
(Let me add at this point that the new guy's dice were on fire. He critted and sliced the arm off one of the Bronze Tigers early on, and just... well, you'll see.)
After picking up Benthum, the pcs went to the megadungeon. The main entrance is located near the city, in a gorge that is just south of the city. They had also managed to learn the location of a side entrance that went deeper from another party of adventurers that they met back in the Angry Kocho Bar, but had been warned that it went to more dangerous locations than the main entrance. However, the main entrance is held by dwarves who demand 5 gp each to go in through their entrance and a 10% cut of the loot to leave again.
And here's where the city's messed up economics came around to bite our heroes.
See, the city doesn't use real money- gps, sps, etc. That's good dwarven currency. The city uses a different collection of coins based around the mark and the guinea. If you have 'real' money in the city and get caught with it, you can be arrested and have it confiscated. But you can trade your cash in at a moneychanger for a 3% fee, 1 mark per gp. Seems fine, right?
The catch is that a mark is made of brass, and you need to give the dwarves 250 of them to get 1 gp back. The city's currency is, in the minds of the dwarves, a total ripoff, a scam, a way to fleece people of their real money. Unfortunately for the pcs (and Benthum), most of them had traded away all their gps and sps for marks and guineas, and now they didn't have anywhere near enough money to enter the Marble Hall!
So the dangerous side entrance it was. It was a long tunnel bored by a thoqqua that led into a series of natural caves. They almost immediately found themselves faced with a giant spider that they dispatched without taking damage, thanks in part to the bard rolling another critical hit... those dice, man, he was on fire!... and then they found a cocooned orcish body with a little loot on it, including a flask of some kind of magical oil and a fancy-looking scimitar that wasn't magic.
Moving on down the passage, they came to a room with a weird little greenish, kinda goblin-looking guy in it. But he was too big to be a goblin. After a moment's hesitation, when they discovered that he spoke Goblin but none of the pcs did, they attacked each other. Almost immediately, after Mad Max laid a solid maul shot on the guy's chest, they saw him start to regenerate, and they realized that he was a half-troll goblin!
The fight raged for a few rounds, but Dzedz poured on the fire bolts, keeping their foe's regeneration from kicking in, and soon they finished him off.
That's where we ended the session: deep in a megadungeon, wounded by not too badly, pleased with once again having an awesome and hilarious time.
By the end of the session everyone was level 2. Dzedz chose evocation as his arcane tradition; Mad Max took a level of barbarian instead of a 2nd fighter level. The others stayed single classed and don't get their subclasses until level 3.
Oh yeah- and I realized we'd completely neglected to choose Mad Max's fighting style! He went Great Weapon Fighting, and it actually kept Vicious Toby (the half-troll) from getting another round of attacks in.
On Vicious Toby: His stats are in the Monsters Database. He's a custom monster, converted from 3e (the original version) to 4e to 1e, and now to 5e. He's the only specific monster I can recall statting for every edition of D&D since 1e, and I just created him less than four months ago!