You could check out Kingdom Death: Monster. You could use many of your 40k minis as your survivors, and it would come with a ton more minis to build and paint. Alternately, you could try to find somebody selling the game for cheaper without minis, and only use 40k minis in the game.
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There's also Five Parsecs from Home, which is a solo wargame / RPG. You only need a handful of minis, and it's miniature-agnostic so that you can use any mini you want.
Hey! You should look at Blackstone Fortress it's set in the 40k universe and is a 1-5 player coop game. You'll get all of the minis to play the game, no more no less, so there's not really room for growth but I believe it's in the same vein as Gloomhaven.
There is this thing being developed for you to fight solo/co-op against a huge swarm of Tyranids, it might be of interest! https://www.goonhammer.com/fury-of-the-swarm-the-40k-co-op-open-beta-begins/
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