1. Grasp of Fate targets my commander. I redirect it to my command zone and it stays there. Later, Grasp leaves the battlefield. What happens?
2. Momentary Blink targets my commander. I redirect it. What happens?
3. Rest in Peace is on the field and I cast Progenitus from my command zone. It gets countered. Can I shuffle it into my library?
4. Bruna, the Fading Light is my commander and is melded with Gisela, the Broken Blade. According, to CR 712.4d, my commander "may" be an exception to that rule, so if I choose, can I have Gisela go to the command zone?
Assuming you're playing the Commander variant under C.R. 903:
1. In that case, your commander will return to the battlefield from the zone where it was moved to, in this case the command zone; since your commander "changed zones" when it was exiled, C.R. 610.3 will apply here.
2. Your commander will return to the battlefield; the effect doesn't care which zone your commander was placed in when it was exiled, as long as it was moved to a public zone, such as the command zone (C.R. 400.7h, 400.2), and that card doesn't leave that zone before the effect moves it elsewhere (C.R. 400.7).
3. Yes (assuming Progenitus is your commander). In this scenario, even though you can move Progenitus to the command zone instead, doing so is optional (C.R. 903.9).
4. If you choose to put Bruna into the command zone, the Gisela card won't go as well, but rather is "put into the appropriate zone" (C.R. 903.9ba). The word "may" is used in the place you mention because the commander's owner may move it to the command zone instead of to one of the zones dictated by two or more replacement effects other than that under C.R. 903.9, if there are any such effects. In any case, the second sentence of C.R. 712.4d is merely referring to another rule, so that here, C.R. 903.9a takes precedence.
EDIT (Mar. 14): Clarification.
EDIT (Aug. 29): Correctness edit.
EDIT (Feb. 2, 2018): Edited answer 3. Note also that there is only one command zone, which is shared by all players (C.R. 400.1).
EDIT (Jul. 29, 2019): Clarification.
EDIT (Jul. 3, 2020): See comment 3.
The rules for the Commander variant changed with Core Set 2021 in a way that materially affects these answers.
The answers are now as follows, assuming you're playing the Commander variant under C.R. 903:
1. If your commander is exiled, it will go to exile (rather than "redirect" to the command zone), then a state-based action will give you the choice of moving it to the command zone (C.R. 903.9a). If you move it this way, however, Grasp of Fate won't return your commander to the battlefield (even if the commander returns to exile before it would do so), since your commander has left exile (C.R. 400.7, 610.3). Your commander will return this way only if it hasn't left exile in the meantime (C.R. 610.3). This answer applies to anything that says "exile ... until [an unrelated event happens]", such as found in Grasp of Fate.
2. You can't choose to move your commander to the command zone instead of to exile when Momentary Blink exiles and returns your commander, as state-based actions don't happen while a spell or ability is resolving (C.R. 704.4, 117.2a, 117.5, 903.9a). This answer applies to anything that says "exile ..., then return ...", such as found in Momentary Blink.
3. Yes (assuming Progenitus is your commander), since Progenitus would otherwise go to the graveyard (C.R. 616.1). (Note, however, that if Progenitus is your commander, you can no longer choose to move Progenitus to the command zone instead of into exile or your graveyard.)
4. In this case, if you choose to put Bruna into the command zone instead of your hand or library, the Gisela card won't go as well, but rather is "put into the appropriate zone" (C.R. 903.9b-c). The word "may" is used in the place you mention because the commander's owner may move it to the command zone instead of to one of the zones dictated by two or more replacement effects other than that under C.R. 903.9b, if there are any such effects. In any case, the second sentence of C.R. 712.4d is merely referring to another rule. However, in general, if Brisela, Voice of Nightmares is your commander on the battlefield and moves to exile or the graveyard, all of its components go there (including Gisela) (C.R. 712.4), then a state-based action will give you the choice of moving your commander (here, Bruna) to the command zone (C.R. 903.9a).
For completeness, I cover the following two cases:
The case of Astral Slide and other effects that exile a permanent and set up a delayed triggered ability to return that card to the battlefield at a later time, such as "at the beginning of the next end step". In this case, if your commander is exiled this way, it will go to exile, then a state-based action will give you the choice of moving it to the command zone (C.R. 903.9a). If you move it this way, however, the delayed triggered ability won't return your commander to the battlefield (even if your commander returns to exile before it would do so), since your commander has left exile (C.R. 400.7). Your commander will return this way only if it hasn't left exile in the meantime.
The case of Oblivion Ring and other permanents with linked abilities, one of which exiles a permanent and the other returns "the exiled card" to the battlefield (C.R. 607.1). In this case, if your commander is exiled this way, it will go to exile, then a state-based action will give you the choice of moving it to the command zone (C.R. 903.9a). If you move it this way, however, your commander will no longer count as an "exiled card" this way (C.R. 607.2a): the second ability can return only "the exiled card" to the battlefield, which means a card still in exile that was put there due to the first ability (C.R. 607.2a). Your commander will return this way only if it hasn't left exile in the meantime.
2. Momentary Blink targets my commander. I redirect it. What happens?
3. Rest in Peace is on the field and I cast Progenitus from my command zone. It gets countered. Can I shuffle it into my library?
4. Bruna, the Fading Light is my commander and is melded with Gisela, the Broken Blade. According, to CR 712.4d, my commander "may" be an exception to that rule, so if I choose, can I have Gisela go to the command zone?
Assuming you're playing the Commander variant under C.R. 903:
1. In that case, your commander will return to the battlefield from the zone where it was moved to, in this case the command zone; since your commander "changed zones" when it was exiled, C.R. 610.3 will apply here.
2. Your commander will return to the battlefield; the effect doesn't care which zone your commander was placed in when it was exiled, as long as it was moved to a public zone, such as the command zone (C.R. 400.7h, 400.2), and that card doesn't leave that zone before the effect moves it elsewhere (C.R. 400.7).
3. Yes (assuming Progenitus is your commander). In this scenario, even though you can move Progenitus to the command zone instead, doing so is optional (C.R. 903.9).
4. If you choose to put Bruna into the command zone, the Gisela card won't go as well, but rather is "put into the appropriate zone" (C.R. 903.9ba). The word "may" is used in the place you mention because the commander's owner may move it to the command zone instead of to one of the zones dictated by two or more replacement effects other than that under C.R. 903.9, if there are any such effects. In any case, the second sentence of C.R. 712.4d is merely referring to another rule, so that here, C.R. 903.9a takes precedence.
EDIT (Mar. 14): Clarification.
EDIT (Aug. 29): Correctness edit.
EDIT (Feb. 2, 2018): Edited answer 3. Note also that there is only one command zone, which is shared by all players (C.R. 400.1).
EDIT (Jul. 29, 2019): Clarification.
EDIT (Jul. 3, 2020): See comment 3.
The answers are now as follows, assuming you're playing the Commander variant under C.R. 903:
1. If your commander is exiled, it will go to exile (rather than "redirect" to the command zone), then a state-based action will give you the choice of moving it to the command zone (C.R. 903.9a). If you move it this way, however, Grasp of Fate won't return your commander to the battlefield (even if the commander returns to exile before it would do so), since your commander has left exile (C.R. 400.7, 610.3). Your commander will return this way only if it hasn't left exile in the meantime (C.R. 610.3). This answer applies to anything that says "exile ... until [an unrelated event happens]", such as found in Grasp of Fate.
2. You can't choose to move your commander to the command zone instead of to exile when Momentary Blink exiles and returns your commander, as state-based actions don't happen while a spell or ability is resolving (C.R. 704.4, 117.2a, 117.5, 903.9a). This answer applies to anything that says "exile ..., then return ...", such as found in Momentary Blink.
3. Yes (assuming Progenitus is your commander), since Progenitus would otherwise go to the graveyard (C.R. 616.1). (Note, however, that if Progenitus is your commander, you can no longer choose to move Progenitus to the command zone instead of into exile or your graveyard.)
4. In this case, if you choose to put Bruna into the command zone instead of your hand or library, the Gisela card won't go as well, but rather is "put into the appropriate zone" (C.R. 903.9b-c). The word "may" is used in the place you mention because the commander's owner may move it to the command zone instead of to one of the zones dictated by two or more replacement effects other than that under C.R. 903.9b, if there are any such effects. In any case, the second sentence of C.R. 712.4d is merely referring to another rule. However, in general, if Brisela, Voice of Nightmares is your commander on the battlefield and moves to exile or the graveyard, all of its components go there (including Gisela) (C.R. 712.4), then a state-based action will give you the choice of moving your commander (here, Bruna) to the command zone (C.R. 903.9a).
For completeness, I cover the following two cases:
EDIT (Jul. 22): Correctness edit.
EDIT (Jul. 31): Edited answer 4.
EDIT (Aug. 26): Edited.
EDIT (Jan. 22, 2022): Correctness edit.