Thats exactly, what i am doing atm. Building an Inquisitor of Ordo Malleus (so far only with 4+ Armour), an Arbites (Van Saar with Shield and Shock Stave) as well as some imperial soldiers, a Sister of Battle and a Beastman. The Venator ruleset fits perfectly to represent the wide variety of Characters working with a radical Inquisitor.Venator options from the new trading post lists are also very helpful.
For example, I noticed today that you could actually build an Inquisitor in Power Armour as your leader from the start! (Hunt Leader with Light Carapace Armour+Armoured Undersuit - which is only 5 creds more than buying Heavy Carapace and substantially better as the 3+ is all round and doesn't suffer any of the penalties!)