Yeah, I think it'd be cool to give them just a small detail or two from the legion they're deployed to. Maybe one of them has a small battle honor or trinket from that legion, or maybe even a power weapon in that legion's style.
It's good to remember that the watch packs weren't just passive guards. They fought along side their assigned legion, and I can totally see a primarch like Sanguinius or the Khan rewarding one of them with a nice weapon for a valorous action that lost/destroyed their original one.
Also, space marines that fought alongside each other sometimes exchanged or gambled various decorations/trinkets that they had. That could lead to some fun small details for both the SWs and the other legion