You could give your Rambo a fight against a group of minions when the players are on their exploratory excursion.
The group hears a couple of scouts moving through the woods ahead of them and hide. They overhear the scouts discussing the raid on the beach. Presumably your Rambo is going to want to take out two or three scouts alone in the woods.
After one hit that takes a hefty percentage of his Wound Threshold and with no way to heal, he'll be able to see he inhabits a dangerous world.