I've never been happy with the damage rules for WH40K RPG's. The way you just roll a fistful of dice directly for damage has never sat well with me. It doesn't match up with the main Warhammer 40K wargame rules. This is my version:
Instead of every weapon having its own unique damage, weapons have a Strength value which determines how much damage they do .
Whenever a character is hit they make an opposed Toughness test against the Strength of the hit. If the test is failed then 1D10 damage is inflicted, with +1 damage to the roll for each degree of failure. Some weapons may have this damage roll modified. This damage is reduced by armour in the normal way.
Wounds no longer soak damage. Instead when a character takes damage they roll directly on the Critical Damage tables and apply the result. They ALSO deduct the damage taken from their wounds total. If a character 's wounds value is reduced to 0 they collapse unconscious in the same way as for fatigue. Once they come round they have 1 wound and take 1 level of fatigue. If a character is bleeding when they fall unconscious they die of blood loss.