The European Commission is formed of representatives of the individual states. They are NOT representatives of the citizens, other than by proxy.
YOUR government can request that THEIR representative raise or support legislation among the commission. If you have a problem with your countries representative at the commission then take that up with your government.
Proposals being "brought back" for discussion in some form is just a part of legislation. It happens EVERYWHERE - not just at the EU level.
Sanctions are proposed through the commission because it is a consensus of state government foreign policy.
How would YOU propose that the EU work to be "more democratic" - while also considering that your government needs to be involved and influential?
The whole idea with the current structure is that it "meets in the middle" between national sovereignty and citizen representation.
I agree it's not a perfect system, and there is certainly a lot of opportunity for positive change (I would like to have some process for parliament to request legislation from the council. I would like more transparency in what the commission does), but to dismiss it as "undemocratic" makes no sense and is just repeating an uniformed rhetoric.