For my Lamenter, the GM and I actually created a custom Chapter just for fun (or not-so-fun considering their luck...). Unfortunately, I don't have my folder here, but I still remember a few details:
- Paranoia as a free talent - they always expect the worst, after all.
- Several spacefaring and void combat-related Chapter advances since that's actually their main speciality - and they're really good at it. Honestly. They don't spend all their time dying in glory, they get a lot of stuff done that people tend to gloss over. Maybe that's part of their curse, too.
- Unbowed and Unbroken as one of the Chapter advances. (I remember this one because I misread it as "Unloved and Unbroken" and commented that it sounded quite fitting...)
- The Primarch's Curse had something about not being able to benefit from Charms. We also took a Flaw called "bad-luck magnet" from another roleplaying system: It essentially means that the character will be hit by more negative events than his team mates, and if there's something inconvenient happening to a random character (from stepping into a hidden puddle to being the only one to walk because there are only [characters-1] bikes left), he'll usually be the one suffering from it. It requires some sense of humour and a certain level of trust between GM and player so that it doesn't get misused, though - even a Lamenter needs a break once in a while.
- We also let ourselves be inspired by the "aura of doom" that was once mentioned in a White Dwarf article: Essentially, it means that people around them can feel a hint of the tragedy surrounding them, and even the Lamenters' opponents sometimes inexplicably get overwhelmed by pity and feel unsure whether they're really their foes. So as a Solo Mode ability, we decided that once per session, the character can't be attacked for the first combat round (although the GM has the last word).
- Initial Cohesion reduction (like for some other Chapters) that got reduced by 1 for each successful mission.
- And of course, there was a lot of role-playing involved. NPCs who knew about the Chapter's reputation reacted accordingly, while our Blood Angels Apothecary was really keen on studying his distant and elusive relative - who in turn would rather lock himself in the bathroom and fortify it than let the Blood Angel know anything about his curse.
Whatever you decide to go with, I hope you'll have fun playing - and let even the Lamenter have his moments of glory from time to time!