You could draw those parallels, I suppose, though what each really represents is unknown to us, unless we're talking about Femto, whose story we know. To a certain extent, Slan is also easy to figure out, but this could be misleading.

Void - Tzeentch, since he's primarily focused on studying and influencing Causality. I'd wager he was a scholar/sorcerer. The "holy man" story seems to support this, as priests were usually keepers of knowledge (or at least what they claimed was knowledge) back in the day

Ubik - Mix between Tzeentch and Malice. He seems knowledgeable, since he usually does exposition, but is also more manipulative and sadistic in how he uses his knowledge, such as when he showed Theresia the truth about the Count's past. My guess is that he was someone similar to Minister Foss, and fell into disgrace after one of his plots backfired.

Conrad - Nurgle. We don't really know much about him other than the fact he sells disease and disease accessories. Seems to do this out of personal desire, while also providing the means to advance his cohorts' schemes (plagues driving swathes of people towards the Tower of Conviction). It's hard to guess what his past was. How do you develop into a dude who essentially wants to smear shit on a global scale?

Slan - Slaanesh. Probably the most straightforward one. Wants physical pleasure and will sink to any depths for it, while influencing humans to do the same through her cults. Like Conrad, she seems to do this simply because she wants to, and it's all worked into the greater picture.

Femto - I'd say Slaanesh given his absolute desire for perfection and constant efforts at soaring to greater heights, coupled with inhuman beauty and charisma.