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I've actually used the Hero system to run a 40K game, and it worked out fairly well. The biggest downside was that only one other player knew the 40K universe that well - which is something that DH...

Like most RPGs, it can handle as few or as many PCs as you're willing to work for. You'll have to keep your bad guys in small groups to keep from wiping out the PCs constantly, but difficulty scaling...