What Drach said. Your Seneschal should be a spymaster and merchant, dealing with little details and arranging for the local crime lords, pirate princes, Guard regiments and naval patrols to be indebted to you or otherwise not in your way.
That said, when you tow a crippled and scavenged Imperial Navy frigate into Port Wander and claim it as salvage, the Navy can ask "where did you get that" and you are 100% justified in replying "I found it, now pay me and piss off."
As long as you are outside Imperial space proper (such as the Koronus Expanse) you as an individual have the authority to do anything you want... as long as you send an appropriate tithe back to the Imperium. As long as they get their cut and you don't obviously run afoul of the Inquisition or turn to Chaos, the Imperium doesn't care. Arbitrators, known for keeping the structures of the Imperium nice and orderly, have to ask (nicely, even) you to come back to the station-house after you shoot an Adept in the face right in front of them "so that the proper paperwork can be filed." And you are justified in saying "No, I'm busy exploiting the Expanse as is my Emperor-given right and duty."
The other party members are your tools- of course they do certain things better than you, just as a boltgun kills better than a fist or a screwdriver drives screws than clutching fingers. It is their duty and their privilege to serve you; just as the boltgun and the screwdriver are naturally tools, so too are your companions. They may (and should) excel in their tasks, but you are the engine which drives them, the figure which gives them purpose.
So be arrogant. Be a jerk. Be pompous. Be greedy. Take your minions for granted, then punish them for failing you. Model yourself after Darth Vader, for your power is equally absolute so long as you are within your sphere of influence. Or model yourself after a Viking high chief, commanding with an easy, but firm hand and sharing the spoils of your victories with your vassal-servants. I also recommend reviewing the "You know you're playing Rogue Trader" thread and treating it as a to-do list.