Dogs of Krieg
(This is a self-made regiment, it's not GW's handwriting!)
Dogs of Krieg are a penal legion regiment originating from the world of Krieg (duh). They wear looted armours covered in explosive material so that when they die they explode leaving nothing behind.
Tactics
Dogs of Krieg are pretty much like Death Korps when it comes to tactics. They dig trenches, set up strongpoints and fight with no care for their lives. One difference between the two is that the Dogs use booby traps.
Miniatures
Honestly, feel free to use whatever miniatures you like. It's Penal Legion for Christ's sake! The colour scheme is fairly simple: red uniforms and to resemble the explosive material use Ushabti Bone or other similar color.