3 highborns and 3 lowborns (or bastards)
Notes: The band is composed of disinherited highborns, exiled lords or ladies, opportunists, cupid people, ambitious people who want to raise their House's influence/position (when you're from a powerful vassal house, do you really want to stay a vassal forever?) or people who want to get revenge for something. They have all their own reason to do so. Maybe they have told it to their companion, maybe they have kept it.
Their specialties are forgery, robbery, and blackmailing. Hey, they need juicy stuff in order to reach their goals, and the current state of the Kingdoms look like a good opportunity.
About Houses: while i've a Velaryon wanted ad who is part of this band (and she'll try to get rid of the Targaryen to raise her House), the Houses of the other members are open. However, it would be pretty nice to fill the Kingdoms with one or very few characters (like The Vale, Riverlands, Stormlands, Iron Islands - and I might forget some).
Infos: who is the founder, how they meet, how they proceed and so on is up to the players. Otherwise, this idea might be better for proactive players because you know, you've to look for secrets and scheme. Anyway I'm throwing this idea because it might be fun : ).