I have been thinking of expanding my daemon army into the slaanesh direction as well, and I have been looking at some of the hasslefree miniatures girls for herralds, tough I was planning to "cover up" a bit, probably going to sculpt on a "strategically placed" tongue wrapping around the whole body. Not sure if building an entire unit out of them would be doable, but it might just be enough to give your opponent a nosebleed.