I think it would have to be a war story. Let us see our miniatures in real/animated form.

A PDF trooper on some planet somewhere. Aliens attack. Orks, or whatever. Sergeant Pov is a good Imperial citizen but doesn't know much about the wider galaxy. He's never even seen a real xenos! Perfect audience surrogate.

Imperial guard show up. Space Marines show up. Maybe an Inquisitor was already there. Cultists of both the chaotic and denim trousers stealing variety.

Build it up over episodes. idk.