All of the first lines on all of these damage tables should read, in addition of what they say right now "If you've just taken less than your TB in damage, you do not add an extra wound but an extra level of fatigue instead."
To me, that would solve a big problem. The biggest problem (to me) is that small hits (less than 5 damage) get upgraded to 5 damage on successive wounds, resulting in (gory) death on the 7th (light) hit. Although taking fatigue is not to be taken lightly, taking 7 fatigue would be infinitely preferable to dying outright. Admittedly, that would put a character close to unconscious, but if his friends can't drag him out, he's got a problem anyway.
I also like it because it would make raw Tb somewhat more influential in keeping a character alive. As is, having a Tb of 3 or 4 does not (generally) make a huge difference. If your Tb + armor doesn't stop the wound altogether, it doesn't matter much what it is (except on that final hit where, admittedly, 1 extra damage will kill you.) When damage under Tb results in 1 fatigue, a lot of the damage you're taking will actually be fatigue. Which is limited by Tb (+ WPb).
Characters with extremely high toughness (85-90 would be expected for high-end PC's) might seem nigh-invulnerable, though. With a 9Tb character, it will take 18 damage to do more than a glancing hit. However, we're talking inquisitor-level characters here, facing powerful enemies. Who cares if they can shrug off a heavy stubber? (actually, I think they SHOULD be able to shrug off a heavy stubber, at least the combat-oriented types - they'd be more like (if not actually) space marines at that level) - they'll be facing foes that wield melta and plasma weapons, who will have talents to enhance their damage.
As for the bolt pistol against the head example: just use narrative and have the enemy die. If it's a master, how did he end up to have a bolt pistol against his head in the first place? If the players managed that, they can be allowed an easy kill at the GM's discretion.
Making this adjustment may require some further modifications to the weapons table though, but I'm not opposed to that.