4ss minion, not desperately mobile, reasonable ranged ability and a couple of defensive buffs make these fellas useful, but by no means an auto-include.
I've often wondered at the paring of Death Marshals and Lady Justice, in the face of it, it doesn't quite gel for me.
Still, it's nice that they can get Melee expert, but chances are you'll want to keep them at range. At range they can still benefit from Lady Justices Inspiring Swordplay giving them a +2cb, for a 7cb 2/3/5 12" ranged shot with critical strike.. nice for a 4ss minion. But don't forget that buff!! I do all the time, it's so annoying. But, this means in order to get the most out of your DM's you need to throw LJ into the thick of things and have her activate first, or at least before any Marshals each turn. She needs to be incisive and decisive. Believe me if you dither about with Lady Justice you wont win many games.
So, what can a Death Marshal do? Offensively we're looking at Peacebringer attacks (the Death Marshals hand weapon with blade on the hilt). Both cb5 attacks but the 2/3/5 dmg profile of the ranged attack is lowered to 2/3/4 for melee (1 inch range). In addition the ranged attack has a Ram, which gives an automatic critical strike extra point of damage for 3/4/6. However, as Death Marshals can be given Melee expert by Lady Justice an extra strike can make up for the lower damage profile. Both attacks can benefit, as mentioned above, from Lady Justices Inspiring Swordplay giving +2cb to both attacks :-) Very nice when you can get it off. To benefit from this you'll need to keep your Marshals within 10" and LOS of LJ, which is slightly counter intuitive to them being ranged offensive pieces and takes some careful planning and movement, if LJ charges off into the distance and starts killing the Death Marshals left behind won't get the buff. It can pay to lead a little with the Death Marshals, giving LJ some charging space, but this puts them at risk of getting involved in melee where they are not so strong.
Defensively they're not all that, 6 wounds is OK for a 4ss model, but df4 is not high. They do however have a nice combo of defensive abilities: Hard to Wound gives your opponent a -ve dmg flip and Slow to Die means when their damage is lowered to 0 or less, before they're taken off the board they get to take a (1) action, which means they're going to get a shot or strike off before they go. Neither makes them a particularly tough nut to crack but it's nice to have them.
Death Marshals have two triggers: Critical strike as you'd expect giving +1 dmg per Ram in the to hit flips. Final Repose triggered on a Ram on a melee strike - killed defender generates no counters - can be useful against the right crews.
Spells - (1) Finish the Job 4 inch Aura within which friendly Death Marshals receive additional +1dmg per Ram in casting total. Potentially nice, a second Critical strike if you like, not impossible that you're now looking at +4 dmg for a 6/7/8 damage profile. And do not forget the Judge and Lady Justice are both Death Marshals. With SS use and some lucky flips LJ could now be looking at +6dmg bonus (unless I've read this wrong .? if anyone would care to enlighten me) which would give her Greatsword a 9/10/12 damage profile.. thank you very much, imagine Red joker-ing that damage flip ;-) Now we begin to see their strength when used with Lady Justice.
(2) Pine Box - allows you to bury a model. Friendly or not. Against a wp resist. CC 12 Crow required. Has range of 1 inch so you can't move and cast this, which is it's big weakness, but if you're in range and can pull it off this is a useful spell. Not that I've ever managed to pull it off.
In Summary then I think Death Marshals are more useful than they're reputation suggests, on the face of it they're half decent ranged minions, with no special strengths, but if you're prepared to get them up close and personal and keep them close to Lady Justice, they can buff each other until you've got a potentially lethal melee unit.