Great company.

I wouldn't impose any restrictions on heroes from the Dungeon at all. If you manage to capture a hero in the Dungeon, good for you.

The chance of finding a powerful hero in the Dungeon is lower than in the Tavern, but not by much. Besides, the powerful heroes there are often already leveled up. So, if you're going to ban heroes from the Tavern, you should ban them from the Dungeon as well.