A general principle for ASCOM drivers is "do it or throw an exception". CommandString is a request / response mehtod and so clients will wait expecting something - either a string response or an exception.
In this case your driver received a request even though the command was a null string so it is a good idea to follow Chris's advice and throw an exception if you are not going to process the command, a good one would be the ASCOM InvalidValueException.
The CommandXXX commands are intentionally open ended to provide maximum flexibility for clients, this however is no help to Conform! :) Since every driver will have its own valid and invalid CommandXXX calls and data, Conform supports the IConform interface. This is an interface that drivers can implement, which allows the driver to specify the commands that Conform should use during testing. The interface also allows whole tests to skipped if particular methods are not supported by the driver.
Use of IConform is documented in the Conform Help file and the interface is completely documented in the 5.5 help file in Start\ASCOM Platform\Docs\ASCOM Platform Update 5.5.
As Chris suggested, you can use the MethodNotImplemented ASCOM exception if your driver does not support a particular CommandXXX method at all.