[All Your Pie]

I don't mind keeping these guys at 4 defense. I feel like your opponents targeting them to prevent you from getting those extra turns with big heroes is a natural part of play for a power like this.

Here's a more considered wording/mechanics proposal for the power:

Last Will
Whenever a Unique Hero you control within 4 clear sight spaces of an Honored Soulguide is destroyed, you may place that figure on this army card. Instead of taking a turn with the Honored Soulguides, you may choose a destroyed Unique Hero on this army card. Remove all wound markers from that figure's card, place them adjacent to an Honored Soulguide you control, and immediately take a turn with them. At the end of that turn, you must destroy the chosen Hero and an Honored Soulguide you control, if possible.

Wordier, but incorporates some other elements we've been discussing. One thing I would like to attempt, if possible, is a way to try and prevent a figure from being brought back twice with Last Will. I'm not too concerned about one last hurrah with Nilfheim, but two extra turns with him is a little worrying. This is slightly balanced out by the fact that your opponent can target the soulguides, though, so maybe it isn't a problem.

As for names, I don't know much about Norse Mythology around death other than Valkyrie stuff, which seems like a different thing entirely from these guys. Thinking about what planet they're from should definitely be a consideration, though.