I thought about it off and on for a while and I finally came up with a good way to tell the models apart that have the Bolt - paint them a different color.
For my models with the Bolt I decided on Yellow. I had already painted up one of my Heralds on a Chariot yellow and I really liked the way it turned out. It was quick and easy to model up a few more Horrors and slap some yellow paint on them.
This was an easy way to differentiate the unit and it gives this bright and outlandish unit a bit more pizazz on the table.