It's quite surprising how much of a difference the head swap makes.
Since you're using the golem for both systems, I wouldn't've changed it either, but the blades on his arms don't look GW style - this is something that usually sticks out at me when conversions like this are done. Not a big problem really, but I notice it.
Having said that, I'll be having a shuffle around the MC range myself now - I've read the books, but not much about the game.
Edit: One of the other things that tends to stick out is different companies' armour styles as well.
Having said that, a fair few of the Brotherhood and Dark Symmetry character pieces could be head-swapped into 40k as cult leaders or Chaos magi, and re-armed appropriately.
The Karak's Curse guy might work as well, but it's nearly impossible to tell without other camera angles that I'm too lazy to search for.
The Venusian Rangers could have been wearing prototype power armour, were it not for the fact that they're almost normally proportioned, and therefore about half the required width.
Some of the AT-43 models looked like they may have promise as well.
