Does anyone have an idea of how to implement a "bullet with your name on it" affect as well as an in universe justification for why it works?

A WS/BS bonus for the attacker would seem like a good option. The justification? "The Warp did it."

No, I'm serious! You could play it off as Tzeentchian intervention in fate, just like player characters can use FP. The background could be a daemonic ritual or simply a singular facet of some big plan that spans decades or centuries of time, where the player characters are but pawns in the grand scheme of some sorcerer or greater daemon. And if that bullet does not kill? Maybe that was part of the plan, too ...

That could work. Question is, what does the player do in order to make the bullet a part of tzeech's plan?

Mechanically, it could be part of character creation? An "Anti-Talent", if you will, just like in other systems. Pick this Trait and you get 500 XP to spend on something else.

Narratively it could also be inserted into a campaign by "cursing" a relic that the player picks up, or by some sort of spell an enemy cultist casts on a PC.

Oh, I see where the confusion was. I meant how to give players a bullet with their enemies name on it.

Oh! I'm sorry, I recall this as a Disadvantage from another game and thought you were gunning (hah) for something similar here.

Well, I'd still go with a WS/BS advantage, just aimed at a specific enemy -- somewhat similar to the Talent "Hatred", just that its application would be way more limited. I'd probably make it a Service you can requisition. It should cost some XP and include a roleplaying scene where the item in question is anointed, either by a Marine Chaplain or a Ministorum priest as appropriate for the weapon in question and the campaign's storyline.

If it's a melee weapon it could be an inscription that confers a flat +10 WS for any attack against that one enemy. If it's a ranged weapon (bolt weapons only), you only get a single shot, but with +20 BS and +4 Damage per Degree of Success. Numbers subject to balancing; I've only made them up on the spot.

As per Lynata plus my tuppence.

This is a fairly easy and lore friendly thing to do. Take a leaf from the Adeptus Arbites book and use Seeker Rounds. They are basically either a small cogitator housed in the round which tracks and stuns/kills the target using pre-programmed data (scent/image/etc) or for Psykers, it could be a round containing a "warp-sense" imprint that tracks only that soul. To create one of these depends on how hard it is to track that enemy - so if he's an escaped criminal, samples will be plentiful - if he's an Eldar pirate, not so much.

MR.