Before I get into the real points, here's a pet peeve I would love to see changed:
1 redesign Goring Blade
Maybe this is owed to PLD and GLD being so radically different from each other in terms of theme, but GB being a PLD skill just doesn't make a lick of sense to me. You're this dignified holy knight all about chivalry and honor, but apprently you also like to go around gutting people? Of course poking someone with a pointy stick would realistically cause bleeding, but it doesn't seem like something a Paladin would specifically go for.
How to fix this? Well, renaming the skill and changing the DoT would suffice. Call it something like "Blessed Blade" or "Smiting Blade" instead and change the DoT from a bleed into a burn

Now with the nit pick out of the way...

2 a better way to spend gauge
IMO, PLD easily got the shortest end of the stick when they introduced the job gauges. Intervention is fun but extremely situational and Sheltron is pretty underwhelming overall. Either buff the effect of Sheltron (increased block strength on the guaranteed block, deflecting the blocked damage back, giving you a bubble equal to the damage blocked, or any number of other things) or give us another, more interesting way to spend gauge. Preferably both

3 diversify the rotation
Right now, PLD's rotation is split into 2 distinct modes - the combo phase and the Req window.
The problem is that those phases are static, which makes the rotation boring.
When playing PLD, you're going through a cycle of a GB and 2 RAs, then check whether Req is off CD. If not, you go through another cycle of combos, then check again. And if it is off CD, you use it and spam HS a couple of times.
There are just next to no decisions to be made here. IMO the job needs something to increase its interactivity and diversity.

4 do SOMETHING with the oaths
Sword Oath and Shield Oath are up there as some of the most boring skills in the entire game. They determine how you generate your underwhelming gauge, and SO also boosts the damage of something you have no influence over. Either remove the oaths from the game (along with the other tanks' stances) or give them effects that make them interesting.

5 change the way AoE damage works
PLD and WAR have the same problem in this regard - their spammable AoE attack is boring as sin. IMO, skills like Overpower for Warrior and Flash/TE for PLD should only ever be used to pick up adds/trash. For actual damage output, such skills should ALWAYS be inferior to AoE options that are woven into the job's mechanics.