I think the most obvious question would be; 

What is your character doing in this setting? Out of the two fan-type characters that could potentially pop up now, the space marine is the one that is the easiest to integrate into the setting. I say -integrate- because if he walks around talking about the god emperor, and how he is a space marine, and whatever, he isn't really very well integrated, now is he? (Unless his motivations become the integrator, which I suppose could remedy that, but it's jiffy.) 

A namekian, on the other hand, is very.. out of place. Especially if he's calling himself a namekian, from the planet namek, you know, that blue one with the green water. 

Personally? I think both examples should be denied if they use background information or terms that is native to the setting from which they derive. Like, saiyans, God emperor, tyranids, kamehameha. Etc. 

Schradinger has a very good example of how you can take a character that is based on a different canon setting, like star wars, and integrate him into a different setting without removing the core of what being that character means. In my point of view, that should be a rule of thumb. A character should adjust to the new world he enters, not the other way around.