As @sgrillon correctly pointed out, you need the correct Maven dependency, but also the shade plugin (https://maven.apache.org/plugins/maven-shade-plugin) to package a Uber-jar including all Maven dependencies for easy execution.
This is what should be included in your pom.xml:
After you build the Maven package, you'll get your regular my-app-1.0-SNAPSHOT.jar file and also a my-app-1.0-SNAPSHOT-runnable.jar.
This is what you should run, with the command:
$ java -jar my-app-1.0-SNAPSHOT-runnable.jar
You can verify with this command:
$ jar tvf my-app-1.0-SNAPSHOT-runnable.jar
that the shaded jar contains the JCommander classes (and those of all the other Maven dependencies), while the regular one doesn't.