Rogue Heresy, Stuck between RT and DH
I don't think you're crazy, I think that that's what a lot of people want, and a common problem people have with Rogue Trader. I've got a couple of suggestions.
-Go Dark Heresy, but start at ascension level. This sounds a lot like what you're trying to acchieve, the characters are powerful individuals with lots of resources at their disposal. They're independent, and the nature of what they're fighting is large in scope. At the same time, while they may rely on masses of troops at times, at the end of the day, it's about the cadre, and it's their individual exploits that drive the game.
-Scrap the canon. Create your own hybrid universe, in which Rogue Traders operate on a smaller scale. You might find this distasteful, though, and doing it well would probably be a lot of work.
-Continue playing the game as is, but make an effort to give them a campaign that focuses more on the individual exploits of the characters. Give them problems that can't be solved with masses of troops, tie in backstories, and so forth. The only problem with this is that it's not exactly the type of game the system is designed to lend itself to.
Your choice.
You could have them be part of a bigger operation, perhaps they have a Courier type ship (if they exist) or just make one up. You could also have them be junior to a powerful Dynasty, and be in charge of exploring a large system or planet.
Make more missions planetside. Running around on a big ship is only a problem if they spend time running around on a giant ship. Allowing them to have the ship as a means of transportation only and have them walking around securing trade deals and simmilar things on different planets might be better.
An even better idea is however to introduce the ship the same way you would a hive city, have different parts of it, have people they get to know, have organisations working on the ship, have other important characters popping up, make the ship feel less like a ship and more like a city.
Let the Rogue trader be an npc and the starship the base of operations. The players can be any career except rogue trader and represents a team of explorers used by the rogue trader to seek out interesting new business opportunites or scout ahead. The pc's can have their own small spaceship ala the millenium falcon which they use for exploring systems and getting from planet to planet, but are mostly bound to the rogue traders craft when doing warp travel. Alternatively use the careers from dark heresy but allow the pc's to start at a higher rank and be dependent upon the rogue trader for gear and supplies. Just re-fluff the careers from dark heresy to work for a rogue trader instead of an inquisitor.