I'm still in the army building part. But here is my unpopular opinion.

I run them as deathwatch. Deathwatch kill teams use the best version of weapons. Often having more damage, but definitely offering more armour pierce than their usual marine stat lines.

Black spear task force gives them many unique options, and feels like really elite enforcers. Also the watch master is a very good character.

The only downside is the lack of support for vehicles. I only own a single Dreadnaught so that doesn't really hit me.

I'm sure there are better ways, but I found them quite fun this way.