I added the commissioning part from the nfc_meshcop example to the mqttsn_sleepy_subscriber example.
I tested the nfc_meshcop exaple and worked, so the border router part is ok.
I get error OT_ERROR_NOT_FOUND when the commissioning is disabled on the border router and OT_ERROR_SECURITY when it is enabled.
I changed the MEMORY_MANAGER setting as suggested in other post but I don't know if it is enough.
#define MEMORY_MANAGER_SMALL_BLOCK_COUNT 64
#define MEMORY_MANAGER_SMALL_BLOCK_SIZE 64
#define MEMORY_MANAGER_MEDIUM_BLOCK_COUNT 16