Why not use corrupted knights? Not only would they be more interesting they would also immediately reduce the defence ability of the Empire. Few Reiksguards and Knights of the Blazing Sun screaming Blood for the Blood God should make your PCs tremble.
actually that's a good idea that could lead to another adventure (cleansing the name), although i wouldn't restrict to only those kinghlty orders.
Another way would be a scheeming corrupted noble smuggled them in. This could let you have a small party. Or you could make that they arrived by sea with an army, and got into the empire (whole campaign to drive them off). It all depends if you would like to have them marked. If they are Khorne marked, they would be razing the place, very notable, if they are nurgle marked, they would be smelled from afar, also kind of notable, but less than khorne. If they would be Tzeench, they could actually be anywhere, entering the realm in disguise with illusions for a specific target. If they would be Slaanesh marked, they would go to high spheres that are already corrupted, and act as bodyguards, taking part on their parties of execess, until they get off hand, ****** a whole town, hunging women and children in grotesques positions as it would be "art".