Man, digging through Warhammer novels for straight-up heroism feels like hunting for a unicorn in a graveyard sometimes, given the setting's whole grimdark vibe. But they do exist, even if the heroism often comes with a side of grim compromise. The Gotrek & Felix series is the obvious classic—it's basically a buddy adventure across the Old World, with a disgraced poet and a suicidal dwarf slayer hunting monsters. The quests are there, the action is epic, and you're definitely meant to root for them, even when they're grumbling through some miserable swamp. Beyond that, I'd point to the 'Knights of Bretonnia' books, especially the ones about Repanse de Lyonesse. It's chivalric questing in a land that's pretty much doomed, but the core of it is unapologetically heroic, defending the innocent against the forces of Chaos. The 'Ulrika the Vampire' trilogy takes a different angle—she's trying to hold onto her humanity after being turned, which is its own kind of internal, desperate quest against the darkness.
For something with a more ensemble heroic feel, 'Riders of the Dead' follows two young Kislevite horsemen through a brutal war, but their loyalty and courage are central. Honestly, a lot of the stand-alone novels from the 'Empire' or 'High Elf' factions fit, where the plot hinges on a last stand or a relic recovery mission. You just have to accept that the victories are usually temporary and bought with a lot of blood. The 'heroism' in Warhammer is less about saving the world for good and more about making sure it doesn't end today, which honestly makes the moments of courage hit harder for me.