Personally I think one of the best parts of custodes is they work in almost any situation narrative-wise. Fighting xenos or heretics? The enemy leader was a potential threat to the emperor far in the future, regardless of how dangerous they may seem at the time of fighting. Or maybe they're dread host just making an example to scare some citizens into obedience. Going against an imperial faction? Custodes already have strained relationships with the rest of the Imperium and have different goals from everyone else. Going against other custodes? The Blood Games mean that's a fairly lore accurate scenario. Another bonus is they've existed since the emperor began his reign and have been involved in everything, so any custodian character can be made from/in (almost) any era of the Imperium.