Well, all you would have to do is extend the edge of the coat, and maybe use some Crapachan heads.
I think it would be nice if they made a Conversion kit, which would include a model or pic of the different Models that we are talking about.
There would be different sets, like a Steel Legion Conversion set, which would have some heads,
GS, Guns, a Razor saw, and a Sculpting tool.
Then the rest would have the same, some few exceptions, such as the Vostroyans, as they are too complicated.
Also, Vostroyan players could use this guys Idea.
http://www.dakkadakka.com/dakkaforum/posts/list/255491.page
Though I think that with some patience, a Phile, and some
GS, you could take the Cadian Command Sprue and use one of the officer torsos as the basis of the Valhallan body, and then its just use some cadian pieces and
GS from there.
Also, here are all the regiments in the Armageddon campaign.
http://web.archive.org/web/20070404104850/www.armageddon3.com/English/Campaign/Troops/jopall.html
Also, I think I would change my mind to Valhallans.