I was planning to leave the Marauders until I got my Rebs and Plague up to playable numbers, but a distressing number of people seemed to have a problem getting the Pyro to fit together. I decided to give it a try, and after some fiddling, here is the result:
Off the sprue, the gap between the left wrist and the gun was, indeed, unacceptable. The problem, I found, was not the hands or arms, but the weapon. There was a lot of material on the back side (i.e., the side that goes up against the model's body) that was simply extraneous. I shaved off 2-3
mm of plastic, which left enough of a gap that I could twist the right arm (not the gun) at the elbow to line up with the left arm. I had to bend the left elbow up a bit, as well, but in the end I got everything to line up properly, requiring only a tiny bead of Kneadatite to make it perfect.