In the first Ordo Vermin omake, the extermination (vermin, not Exterminatus) company is lead by a man going by Buck, there's also a Dutch as one of his subordinates, and they both call Michael 'Rookie'.
Someone on the vox has the callsign 'Spartan', and hails from the Cadian's 117th regiment.
In Chapter 29, Inquisitor Danilov and the Grey Knights were on a curious ring-like structure, ten thousand kilometers in diameter. Those dimensions are canonical.
There's also Brother-Sergeant Jorj, a Devastator Marine (AKA the heavy weapons specialist).
"I shall feast on thy soul!" "Its THINE, ya stupid bastard!"
A combined BioShock and Half-Life shout out when Vincent is deliberating which tool he should use for a weapon: He pulls out a crowbar and a Stillson wrench, the melee weapon of choice for Gordon Freeman and Jack, respectively.
Taken even further that he had gotten the wrench from a hardware store called 'Ryan and Son'.
'Fountain Street' which sounds similar to 'Fontaine Street'
In a Shout-Out to both Final Fantasy and Ciaphas Cain (who used the description for a Red Mage for a Mechanicus Adept), two of the Zara personalities have descriptions matching up to that with a Black Mage and a White Mage. The 'musician' also has a close description to that of Ragnarok Online's Dancer class.
Chapter 22 has a blink-and-you'll-miss-it reference to the Valhallan 597th in Ishabeth's memories.
Cain himself may have been referred to here: isn't Chain-Blade a suitable callsign for a particular Commissar that favors chainsword weapons? Not to mention gets lost (to the point of where 'Valkyria' admits that this is not the first time they've lost contact with him) and loves his tanna tea.
Throughout ch. 22, The Sorcerer constantly quotes Darth Vader almost word for word, and they are all in context. Notably "I find your lack of faith...disturbing" and "The Warp is strong with this one."
Michael quotes Jack Sparrow's "I might've deserved that" after being slapped by Zara.
MC Hammer is given many a classic shout out in Chapter 23, which is titled "Hammer Time" and goes with it from there.
"Can't touch this." STAB
The Rose uses a rose-petal-whirlwind type attack that is very similar to Byakuya Kuchiki's bankai.