Get them to do a character questionnaire.
Place of birth?
Names of parents and siblings?
Occupation of parents and siblings?
When/how did they become a Guardsman?
How long have they been a Guardsman?
How long have they been with (the regiment)?
When did they learn their skills?
I see where this is, but so many are likely to have much the same answers, being the same regiment. Certainly, you could've been born some strange place, tithed out, and SENT to Cadia, or another world that carbon-copies my favorite regiment, but the training might hammer a lot of your individuality out; you are but one minor piece in the great machine that is the IG. If the game was more like Deathwatch, where YOU chose your regiment, I could see that, but no.
As an aside, what's a good way to choose regiment? If I were to get my friends to play, I'd probably get my way, because mist of them know very little about 40K, so I'd say Cadians, explain some of their cool bits, and say unflattering things about some others, but if you were each knowledgeable, what's the good way to circumvent the "I want to be a Cadian. Well, I wanna be the Rambo-gun-**** Catachan!. I like soulless Hellghast Armageddon Steel Legion. Brontian Longknives are at least from around here." that I can imagine happening? If everyone is going to be a Catachan, for instance, how was your decision made? Sry to pirate the thread, but I'd rather not start a new one; figure a few people will say something, and that'll be it.
As for fleshing out, maybe give the ILLUSION that these folks might survive, so that any effort on their part to flesh out their creations isn't a waste of time. As an example, I was playing Fire Emblem: Awakening, and leveling Nah as a Myrmidon, to get some useful skills for her. I used an Arms Scroll to get her better with Swords, just to remember I intended to make her a Manakete again; waste of the Arms Scroll. Characters might die in OW, probably will, and that's a lot of wasted inventiveness, but if they THINK they might live, they might rise up to the occasion, and actually pull it off. This investment might get them to further flesh out their grunt. Here's hoping, anyway.