I considered doing the same but only for the Boneead in the unit for challenge purposes, and keepiing the remaining Bullgryns with Slab shields to provide an additional cover advantage to units like Heavy Weapons and Command Squads in Chimeras.
If i wanted to field the Bullgryns for thier assault role I think i would just give the entire unit Brute shields and Power Mauls w/ a Ministorum Priest and possibly a Divination Primaris Psyker