A new gem from Warseer:
the rules of 40K say it is a game played with Citadel models, and there are no rules that allow you to modify those models in any way.

So no, you are not allowed to pick and choose what weapons they have. You are supposed to look at the models to see what they have, not change the models so they have what you want them to have.
It came up in the context of power weapon choices, this person who shall remain nameless went on to argue that you could only assemble your models the way GW directed and that conversions are illegal as there is no rule allowing you to change a Citadel miniature.