penitents don't help with perils of the warp.
But Chirugeons do, two of them can ignore that nasty instant kill wound with ease. Acolytes can jump in as you mentioned.
If its only perils of the warp you're afraid of, then the chirugeons are better (if hes witchhammering from behind a bush somewhere). But if you're going anywhere near combat then you'd probably rather the acolytes since they can protect him from more than one wound a turn (for a limited ammount).
Or have both?