I've never gotten into Warhammer. Always been interested but there are just so many books that I've always been a bit intimidated by it all. As far as inspiration for the RP goes, I was actually inspired most by stories that a friend from college told me about traveling through South America on a missionary trip. I've also taken influence and inspiration from a lot of other stuff:

The novel City of Thieves by David Benioff (about Russian conscripts going on an odyssey through besieged Leningrad during WWII)
Star Wars (the Jedi)
The videogame Lost Planet (takes place in an ice world where heat is the most important resource)
The anime Fullmetal Alchemist (the magic system mostly), 
A lot of HP Lovecraft and other cosmic/eldritch horror stuff (for the Broken Pantheon)
Band of Brothers/The Pacific (for the military brotherhood side of things)

... And way too many other works to list. And as far as the dark steampunkiness of it all, I've never actually read any steampunk that's as brutal as the world we have here. Most of the steampunk I've come across has been a bit whimsical in nature, and nothing much like the Last Embers world. So yeah, I didn't consciously use any reference from that particular genre, I kind of just envisioned the world as this necessarily dark and mechanical place, so that's how it got there. :p