This is for Peter white, how my meltas-from-cities of death pieces turned out:
In this case, the baseline gun is a grenade launcher as you can see, though you could use pretty much anything.. the key is the exhaust thingy from Cities of Death, once that is on there, it could be either a flamer or melta, but then you add the little cylinder and the under wire, and its a melta. Greenstuff wire here, and I used some plastic tubing for teh cylinder, though if in a pinch, you could just make a greenstuff cyliner, let it harden, then slice off the ends so you get clean side cuts and you're golden.
Hope this helps
PS, note how I have to highlight all the green on every guy still for Game Summit.. le sigh.