Direct numerical conversions are generally not useful. It's usually better to remake the same character concept in the new system.
I've been working on a GURPS Action 40k concept for a while, but I'm not sure how generally applicable it would be. I'm going for more a Ravenor/Eisenhorn style experience, so it's generally more cyberpunk than the 40k RPs.
A more traditional version of GURPS 40k can be found
here. It's vowfully incomplete, but makes a decient starting point for anyone attempting to do a conversion.