Probably the worst moment we had was our librarian - widely acknowledged to be the most unlucky psyker in Imperial service.
Protecting an important imperial official (Administratum Quaestor Senioris) who had been targeted for assassination sounded easy; you can't get much better close body protection than four astartes, can you?
The expected attack came about halfway through the mission. Many goons with knives and small arms charged at the kill-team and most were gunned down in droves. One of them - one of a handful of professionals hidden in the angry mob - charged the librarian, pulling out a powered shortblade.
The librarian reacted by using the psychic power Iron Arm . With the bonus to parry, he easily deflected the attack.
If only the roll hadn't been a double.
If only the result hadn't been a warp vortex.
If only the vortex hadn't opened up to within a metre exactly where the protectee was standing, leading to him being dragged screaming into the immaterium.
The debriefing was amusing....