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I paint my Tau as Sa'Cea, meaning I use The Fang-Russ Grey-Fenrisian Grey as my colour scale. For the last batch of fire warriors I bought, I followed the layering instructions till Fenrisian was the last layer I coated. My problem now is, I'm not sure what to highlight Fenrisian with. I washed the models with watered down Nuln Noil (50/50 mix), but they're not dark enough that I think just more Fenrisian will be a good highlight. Should I mix Fenrisian with white, or is there a colour that could help me here?

Have you tried using a very small amount of white to highlight? Either that or one of the lighter blues.
I find that when highlighting, if you use just a tiny amount, not much thicker than a hair's breadth, the highlighting effect is more subtle.