Yes, even if you don't like the Bonapartes, there's not really an excuse to not at least try to save them.
In other news, I have figured out the perfect party for a Zeigfried Quest: Arthur, Atramor, Alexis, Althior, Cinna, and Cronk. Arthur and Atramor could teach Lilly to tap into her Rogueish nature to become a Sorcerer, plus Arthur has unfinished business with Valentine and McCafferey would be a great way for Atramor and the other Heroes to learn about the Necromancer abilities of the House; Cinna could teach Merlyn to be a Mystic Knight, while also atoning for the loss of Bluto and continuing that great storyline; Alexis could teach Morgan the ways of the Evoker; Althior could continue the Zirconia/Abraxas storyline, and, being the most Mage-like of the group and having all the gems, the family might push the children to follow Althior's path even though they wouldn't want to. Cronk rounds out the group, being awesome, reuniting with the family members he met in Quest 3, and maybe even inspiring more Chesterine hijinks. Better still, there's TONS of room for character interaction amongs that party, setting it up to be another truly epic Quest.
Just wait until AFTER the last Wren Quest; Wren will always have Arthur's priority.