Reddit mentions of ROGUE TRADER Into the Storm

Ultimately, DH is less about big combat encounters and more about uncovering secret plots and solving mysteries. In my experience with the game, putting together all the pieces is just as fun (if not more so) than fighting a big, nasty baddy and coming out on top.

You might consider making the modules more challenging by tweaking the story, NPCs or puzzles that the Acolytes have to solve. In the RT book Into the Storm, for example, there are great rules for social interaction challenges where players will have to be observant and work on improving their relationship with NPCs in order to get info out of them.

If combat is where you want to add the challenge though, you can't go wrong with ShamelesslyPlugged's advice. Consider giving them small XP bumps in addition to limited use, yet powerful equipment.