Actually you could do some great call of Cthulhu-esque stuff.
In the background material contact with choas is described as warping, unknowable, causing insanity etc (Deja vu?
Choas is spawned on human worlds by highly secrative cults that spawn on out of the way planets/areas. Chosen ones of the faithful are rewarded with foul mutations and marks of choas, the ability to cast spells, socrerous powers.
Is it just me or does that say future Dunwich to you?
The players could be a inquisitor and his various assistants/minions (the investiagators).
But everyone is saying anyone can go look up Khorne, or nugle or Tzeentch or who ever and meta game
But everyone knows about Cthulhu to. In the background material (especially those early novels they put out) says that Choas takes manifold forms, and the big 4 are only the very tip of a monster iceberg.
Cthulhu mythos = Choas knowledge of something similar (needs a cool name)
Psi powers = Psi powers as the massive destructive powers in the table-top wargame require extensive mental preperation by psykers, which they cannot maintain on a day to day basis (more background stuff)
Spells = Arcane/unholy rituals.
You could even cart the Sanity rules over wholesale, with groups like the grey knights and the Libarians having a mental hardness due to special training.
It could work really well actually. 40K even has a dark gothic feel of inhumanity which could work for the game. Background material also refers to the demons wanting to burst in from outside and so on.
The DM would just have to stop psi-cannons etc multipyling out of control, and remembering a warm bolter isn't very effective agaist a greater demon. Fighting the intertwined machinations of Tzeentch on a selection of worlds could be a great campagian.