When the wounded Space Marine figures came out a couple years ago, I promptly order two packs. An error in the packaging gave me a total of five wounded marines. I painted them up like generic Ultramarines and then let them sit in my display case for a long time. With the emphasis on objectives in 7th edition, I brought them out and retouched them. I also was able to acquire the wounded terminator from one of the Tyranid kits, giving me sick dead or wounded marines.
Touching up the already existing models, I made each one a different company, from two through six, and then added water slide transfers to emphasize that each company was also an objective number. Especially since not every player may be as aware of Space Marine and Ultramarine details as myself.