As for the BA painter idea, I suppose he might also use a Pict Recorder and "creatively enhance" any pix taken. Still lighting and stance, etc should matter.
Anyway for a more sombre idea:
If the PCs are accompanied by some non-Astartes fellows (as with the Stormtroopers in Oblivion's Edge, for example) and one should get killed, don't let them die immediately. In their dying moments let them, while coughing blood, ask one of the Marines to remove their helmet (the nearest PC or determine randomly). The dying NPC just wants to see their face (they are the Emperor's angels after all). The NPC reaches out with one bloody hand as he tries to touch the marines face - 40% chance he'll die before he makes contact (unless the PC guides his hand). Then the NPC dies with the PC's face the last thing he sees in this world.
If the player plays along very well, award a temporary Fate Point for the remainder of the session.
Alex
PS Alternatively choose the PC with the least Fate Points (left) or most seriously injured.
Anyway, I have a slightly different interpretation in mind (and actually, given the nature of the 40K universe both might be true at the same time). As I imagine them, they can phase out of the warp. Which takes one transitionary turn in which they are incorporeal. In their manifest form they are in the material world (not corporeal) but not really stable either. They flicker between a ghost-like state and having substance, having some control over it though.