As a matter of fact, I have given it a lot of thought...
Well Wyches that usually hang from Venoms and Raiders have a good pose for Hellions. As For the boards - Guns are noprob for anyone who has warrior/raider sprues as there is abundance of splinter rifles and splinterpistols that can be easily converted to splinterpod guns. As for Glaives - I think some kind of spears would do OK... anyone said Spears from Wyches, Raiders, Venoms? :-)
As for boards... tricky.... but... plasticard... cut out wings... left and right separate so you can glue/GS it in angles. The shapes should not be too difficult, but I recommend doing them in pairs (putting one plasticard over another and cutting them together), because that way they will be really symetrical.
As for the "engine" part that is even more tricky. For this part I haven't found out anything that I liked yet. :-( I hope someone will give a good tip. :-)