Thank you to Vic at Dakkadakka.com for running these down.
Back in the 90's Games workshop did make a unit of IG Penal legion. They looked a lot like these from Victoria miniatures. I really dig these models since they have the explosive collars on and look like a proper penal legion soldier. I think these would make a great edition to anyones gun line.
if interested please go here to purchase. Victorialamb.com