I bought the bundle a few months ago. The steam start process made the game wonky, so instead of going through the steam client, I made this batch file (for the 4th game):

    @echo off
    cd C:\Program Files (x86)\Steam\SteamApps\common\Commander Keen\base4
    dosbox keen4e.exe -conf keen4.conf -exit
    exit

The configuration file in question was modified, and these are the changes from the default that you might find useful, in the following sections:

    [sdl]
    output=ddraw

And this one:

    [render]
    scaler=normal3x