Lets test the boards for a fun question:

If I take Wulfrick, he allows one unit of marauders to come in on any table edge. Can other characters join this unit, and deploy with Wulfrick and the unit?

As stated for Wulfrick in the WoC book: "...Wulfrick and a single unit of Marauders may choose not to deploy as normal but to enter play from any table edge, exactly as if he and his unit had pursued an enemy off that edge in the previous turn..."

I'm saying yes. No-where does it state that characters cannot join the unit, and the rulebook does not state that a character cannot join a unit using an alternate form of deployment (unlike Scout, which is a USR).