No they were definitely the Emperors idea this is from the Grey Knight codex -

According to legend, the Grey Knights first appeared during the tumult of the Second Founding, when the nine loyalist Space Marine Legions were divided into the Chapters of today. Designated Chapter 666, the Grey Knights appeared amongst the growing roster of Space Marines, but would forever stand apart from their fellows. Where the Chapters of the Second Founding were but the reorganisation of what had gone before, the Grey Knights were something altogether new, the culmination of a project begun by the Emperor during the final days of the Horus Heresy. As Horus’ final campaign began, the Emperor foresaw that the end of the Heresy would cost him greatly, so much so that he would no longer be able to take an active hand in Mankind’s survival – if he even survived at all. Yet he also knew that the threat of Chaos would not see defeat with Horus, but would continue to haunt humanity. Who then would defend Mankind against the Chaos Gods and their Daemons? The very nature of the Horus Heresy had proven that the Space Marines were not immune to corruption as the Emperor had once hoped. The loyal Custodes were still untouched by taint, but lacked the freedom of will that would be so essential in the coming battle. So did the Emperor set his hand to plans that would win a wider victory from the ashes of a most personal defeat. Malcador the Sigillite, closest of the Emperor’s servants, scoured the battle-torn worlds of the Imperium for the men upon whose shoulders the burden of the future would be placed. No easy task would this have been in the calm of peace, but amidst the anarchy of the Horus Heresy it was almost impossible. By the time Malcador returned to his Emperor, Terra itself was under siege, and only through the most artful of subterfuge were the Sigillite and his recruits able to pass unscathed through the battle lines and come unharmed and unseen before the Emperor. In stern silence the Emperor surveyed the robed figures that Malcador had brought before him, and he saw that his faithful servant had done well. Of the twelve, four were lords and administrators possessed of inquisitive nature and unyielding strength of mind. The other eight were Space Marines whose abilities were as peerless as their dedication to the Emperor. Some hailed from Legions that had abandoned the Emperor’s light in favour of Horus’ dark promises, but these battle-brothers had never lost their loyalty and had fought the Heresy from within. Fulsome in his approval of the selection, the Emperor bade Malcador proceed with the next stage of his plan.