My story is a mix utilizing the universe of the tabletop game BattleTech, the magic and cosmology of the tabletop game Dungeons & Dragons dragon pantheon of deities, and the world of Minecraft.
In said story, the mortal locals of Minecraftia, capital of the Proxima Alliance, have just fought a war against the goddess Tiamat, winning via vaporizing her lair with her in it with 700 megatons worth of thermonuclear warheads. So, a god has been permanently killed, and the other gods are now known to everyone. As Mount Celestia gave assistance to the Alliance during the war, the Alliance has extended a hand of greeting to them as equals and offered a seat for the gods on the Alliance Council. The gods, now fearful for their lives and knowing that the mortals now have the capability to carpet bomb their formerly unassailable home with more nukes, have accepted.
Mount Celestia is now another place mortals can visit, and several humans have taken to worshiping the dragon gods now that they know their future afterlife is 100% real. Though the gods don't necessarily like the new paradigm, there isn't much other choice now that mortals are savvy to attempts at deific meddling and have the capability to put a stop to it. As god of justice Lendys put it, "The puppets have cut the strings and made it too dangerous for us to attempt retying them."
To put it in a simple matter, an advanced society of now united humans and dragons now know of the existence of deities and though willing to be cordial and friendly, knows that any of these gods can be killed. What would happen to society in this situation?
EDIT: The Proxima Alliance has an article similar to NATO's Article 5, meaning that attacking one member brings the wrath of the others down on you. This is why those who are not religious would probably value gods, as a big and powerful ally to call down pestilence and plague on mutual enemies. This also means that the gods also have suitable reasons to not aggravate the Alliance, as in addition to the nuke problem, the Alliance is willing and capable to assist Mount Celestia in military manners should a Primordial attack, giving the gods an edge should the Primordials attempt to continue the Dawn War.
EDIT 2: The gods are mostly various sorts of Lawful Good, so any violent criminals or cult leaders are probably going to be dumped into the Nine Hells instead of finding a place on the mountain. Basically, the gods tolerate truly necessary evils among followers--I.E., putting down a kid's dog cause it has rabies? Ok, the kid is probably gonna call you evil, but you did what you had to do. Punting the same kid's dog off a bridge cause you thought it was 'funny'? Good luck explaining that one.
EDIT 3: You can find and visit your dead relatives easily enough, and if someone died due to disease, violence, or accident, they can usually be resurrected for a fee. Once someone dies the natural death of old age, this changes--yes, you an still visit them and they can still come visit you, but a natural death intrinsically and magically connects a soul to the afterlife. If a soul stays too long away from the mountain, they fade away and are gone for good. The gods choose your place in the afterlife based on your deeds and actions in life, and your rewards hinge on that. Being 'Lawful', they do not take kindly to attempts at bribery.
A few humans have immigrated to the mountain, so it wouldn't be all that troublesome for your servants to continue to work for you in the afterlife. It'd just mean you providing them quarters in your heavenly home or them commuting to work.
EDIT 4: The 'fee' would be the price of spell components to cast the resurrection spell on the open market. There would be charities that help lower income families with this. I'll also use o.m.'s idea, and have Relife Insurance available as well. In general, the gods would try to prevent suicides by sending assistance via their clerics or even miracles in dire situations. (yes, even the death god. He's busy enough as it is, and doesn't like death just for death's sake). A heroic death, sacrificing yourself for another, may even suitably impress one of the gods enough for them resurrect you themselves (as long as you do not have a DNR on file), depending on the valiance of the deed and the personality of the god in question.
I figure I should probably list the gods in question:
Io: also known as The Creator, The Nine-fold Dragon, World-shaper, and Asgorath, Io is the “Top God” among the Draconic Parthenon, with command of all dragons. He is completely neutral in all matters, acting as an impartial judge. Using D&D alignments, Io would be Neutral Neutral
Bahamut: also known as Paladine, Justice Maker, The Dragon King, and The Lord of The North Wind, Bahamut is the god of law, enlightened justice, and wisdom. Using D&D alignments, Bahamut would be Lawful Good
Lendys: also known as The Unforgiving One, Arbiter of Justice, and The Highest Judge, Lendys is the god of harsh justice and the balance between good and evil. He is Tamara’s consort. Using D&D alignments, Lendys would be Lawful Good
Tamara: also known as The Merciful One, Light of Draconia, and The Life-giver, Tamara is the goddess of life, light, mercy, and forgiveness. Using D&D alignments, Tamara would be Neutral Good
Maurgalan: also known as The Loving One, The Lover’s Muse, Queen of The Household, and The Insatiable, Maurgalan is the goddess all types of love, lust, fertility, family, and marriage. A cheeky goddess, this pink colored dragon seems to enjoy sending her envoys to tease would-be lovers a little too much. Using D&D alignments, Maurgalan would be Neutral Good
Chronepsis: also known as The Watcher, Chronepsis is the god of fate, justice, and judgement. He rarely speaks, and when he does, he always uses as few words as possible. Little is known about him, even among the other gods. Using D&D alignments, Chronepsis would be Neutral Neutral
Hlal: also known as The Prankster Goddess, Keeper of Stories, and Tale-Weaver, Hlal is the goddess of humor, inventiveness, and storytelling. She enjoys swapping and sharing stories and songs with those who appreciate them. Using D&D alignments, Hlal would be Chaotic Good
Falazure: also known as The Undying One, The First of Liches, Null, and the Cloak of Death, Falazure is the god of energy draining, decay, death, undeath, and exhaustion. At permanent odds with Tamara, who despises undead, Falazure considers his duty and domain a grim necessity, and can often be gruff but surprisingly personable in demeanor when not aggravated. He is the brother of Hlal, and occasionally walks the mortal realm in the form of a tall and dark yet handsome human or elf. using D&D alignments, Falazure would be Lawful Neutral
So, with differing personalities of the gods, there would be differing commandments. As for why some don't follow any of them, there are still normal human religions around, and their faithful still participate despite the proven existence of the dragon gods, because as o.m. put it 'A sufficiently non-omnipotent pantheon is indistinguishable from aliens.', and therefore not considered gods by the 32nd century adherents of some religions. All religions are considered equally valid by the laws of the Proxima Alliance, so discriminating by them is illegal. By law, not even the draconic gods can discriminate against other religions as Mount Celestia is now part of the Alliance.