Hive of the Dead is the first Warhammer 40,000 game-book. I thought this might have been like the old Fighting Fantasy games, which is does share some elements with, but it looks like it’s a little more than that as well:
“Using rules reminiscent of those in the Warhammer 40,000 tabletop game, albeit without models and terrain, with just this book, a six sided dice and a pencil, you can battle the zombie hordes from the comfort of your armchair.”