Modelling custodes is far simper than you could think, the only things you will need are some marines, halberd baldes (or ork swords as i've used), and the most important of all: conic helmets, (the eldar or high elf ones are ideal). The first step is to make the halberd: place a stick acroos both hands of the marine and remake it's fingers with greenstuf, then glue the bolter by the handler at the top of the stick and place the halberd blade under the muzzle of the bolter. After that, model the helmet, draw two eagle wings in cardboard and place them above the eyelenses, then, with more greenstuff sculpt the mane, you can easily make the hairlines with a sharp cutter; when finished, draw in cardboard the gorget, (I made something like an el·lipse cutted above in a sharp angle) and place it in front of the helmet. The last step is to cut a cloak in cardboard, leaving a little lunette in the part which goes to the armor and stick it under the marine's backpak. Following this you will have a squad of five in 2 hours.
This is the first image of the custodes (with Malcador) wich was published in rogue trader (1987), you can appreciate that the design of their helmets by then was identical to the eldar.