Warhammer 40,000: DPS
 Zealot Build - Warhammer 40k: Darktide 

If you backstab a Daemonhostfrom stealth it does 40000 DPS :)

All Curious should have +1 Wounds even if you only need 2 out of 3, because it will vastly increase the threshold for 'low life', instead of having to be below 33 HP with 6 wounds for max benefit, you can stay at just under 57 instead when you have 7 wounds, that's an over 70% increase in HP, and even more because of Bleed for the Emperor. 
Also when you trigger Holy Revenant or heal yourself with a Med Stimm, you will still have max Martyrdom stacks, unlike with the 6 wounds version.

Besides that, you don't actually need to be at 5 Martyrdom stacks for the Thunder Hammer one shots, the highest HP boss (except Pack Master, but that cannot be one shot due to Carapace weakspots), the Plague Ogryn can be one shot at only 3 Martyr stacks as long as you have bonked just 1 enemy before that to get 1 stack of Sustained Assault and Slaughterer. 
And they die anyway if you have 4 stacks of Martyr and nothing else. 
All of this without wasting talent points on garbage that only increases backstab damage.

So this means you only need to be at 3 Wounds left, for the 4 stack bonus, leaving you with 85 HP, and 2 thresholds for Bleed for the Emperor.
Even if you replace one of the +1 Wound Curios with a +20% HP curio, at best to have 4 stacks you'll have only 80 HP, and only 1 threshold for Bleed for the Emperor.
So I just cannot understand how others can suggest anything but 3x +1 Wound Curios, they must have just huffed some HOPIUM and called it a day instead of testing.

With all that said, I think obviously you should try everything to reduce unavoidable, Toughness piercing attacks, like Overheads will still kill you even from a Mauler, unless you are full HP. 
Sniper shots cannot kill you if you are above 1 Wound, like 40-50 HP, thanks to Curios providing 48% damage reduction and Bleed for the Emperor. So I think it's more than worth the curio slots, we already have revive speed on the tree.
Poxburster are your worst enemy however, without anything against them you instantly die from 4 explosions, or trigger your death save and have 1 HP with all the rest fully corrupted.
With On the Brink you can SURVIVE 5, one after the other not at once, without even triggering your death save and still having 2 almost full wounds uncorrupted, 50 HP, just as much as you regain from Holy Revenant.

So if you set yourself up for low life with a fire barrel like usual, but stop at 4 stacks, 80 HP:
You will be able to survive 2 Poxbursterexplosions still, the 3rd triggers your death save, and after getting back to 50 HP, you can still tank 1 more, before the 5th explosion forces you to go down.
But when you get picked up again, you will STILL have 2 wounds left uncorrupted. 
None of that is possible without On the Brink, and yet another reason to have 3x +1 Wound Curios and Bleed for the Emperor.

I cannot fathom what others think when they drop Holy Revenant, Bleed for the Emperor and a Wound curio, with nothing on the build to reduce corruption or Sniper damage, which again can be unavoidable sometimes an will get you killed, especially when you don't need more damage for one shotting bosses with the Crucis Mk II Thunder Hammer anyway...