How much non-combat stuff are you running?
I found to get my players into character, it helped me to start running missions from when they got the mission, to after they had given their mission report to the Watch-captain. As a general rule, it folllowed these stages.
1.) Receive mission, mission intelligence and requisition. Retire to Strategium.
2.) In the strategium, the characters (not players) may make enquiries about mission objectives with the Interregators on board. Requests can be placed to local navy, Departmento Munitorium and any local Astartes chapter for assets to be deployed. each one of those contacts should have an NPC face. Don't let your players just write down "Imperial Guard Asset - Reserve Platoon. 15 req" on their sheets; let them inform Major Szantovitch that the Rebo 132nd "Justicars" are being requisitioned by the inquisition.
3.) To the Forge! The master of the forge needs to release the weapons and vehicles that the squad take with them. Do they treat their equipment well? If they keep bringing their rhino back damaged, there's a good chance he might be less happy to give up the goods. he'll do it, of course, but he may take the group to task about their poor handling of the sacred machina that he gives them.
4.) Grabbing Relics? To the chapel, where the Chaplain of your watch house will ritualistically lower the stasis fields the relics are kept in, bless each one seperately, and allow special chapter serfs to bear them to the arming chambers.
5.) Pregame. What do your astartes do before the mission begins? Do they pray in the chapel? Feast, drink and sing? Go down to the training cages to get just a little extra practice in and to get their body producing combat stimms before the mission? (NOTE: It sounds like this might be the step your guys need help with, get ready to provide options. Don't let them all just pray though. Or if you do, work towards making it interesting - maybe work out a sermon the chaplain could give.)
6.) Arming up. In the arming cages. Describe how they armour up. A set of personal serfs help them into their armour, sacred oils are massaged into any of their neural links that might seem slightly inflamed or infected. A series of carts are run up to the astartes bearing their boltguns and other weapons of choice. A selection of bolt magazines, so that the character can run a number of them through the boltgun and see which mags feel like they have the smoothest connection to the gun. As the armour is activated, having the characters feel the neural backlash of the armours machine spirit - a millenia old animus with its own personality and desires. If a character has a machine spirit roll on their armour that is contrary to their characters personality (such as a Fear causing armour on a fairly emotionless Techmarine), is there a conflict between them? Does the character have to spend a few moments exerting his will over his armour before battle?
7.) The Mission. Encourage your guys to be in character from the word go. If possible, encourage interaction with NPCs - even if that's just a crowd of imperial citizens forming around them, trying to touch their armour, or trying to learn their names so that the citizen can name their children after the astartes. These aren't super-soldiers; these are the Angels of Death, the God Emperor's wrath made flesh. It's statistically improbable that anyone in the Imperium will ever see an astartes in real life, but every single citizen knows that the angels of death will protect them against the horrors outside their little world. It's a huge deal, and your players should be in a position to have to realise that and respond to it.
8.) Decontaminate. Did you just fight Nids, Orks or the ruinous powers? You best BELIEVE you're in for decontamination. Run your players through it quickly, there's not a lot of roleplay potential here. One thing you CAN do though, is ask everone for their toughness rating and make a secret roll for each of them. If any of them fail, they have to go through far worse cleansing - perhaps a surgical removal of a tyranid ammunition beast that the astartes was hit with but remained dormant, waiting for a chance to kill later. Maybe a strange chaos toxin that requires the astartes blood to be pumped out, cleaned, and returned. Have fun with it.
9.) Debrief. Have the group tell, in their own words, the mission details to the watch captain. You can reward good in character roleplaying at this point by doing things such as giving bonus renown for a dramatic retelling, or bonus renown for anything that any character did that was above the call of duty.
Okay, hope that helps some!