Currently there is very little feedback when you receive a wounding or glancing hit...
Would it be possible to have a reaction animation (like a small stagger back) even a shout "I've been hit!", "Damn the blighter got me!", "I'm done for!" and/or if hit in any of limbs a blooded dirty bandage to show the wound. It doesn't have to accurately bandage the exact hit location just symbolise a wound on the arm or leg.
It would also help the Surgeon (when implemented) to see who needs attending too, and after attending that Soldier the bandage could be removed to indicate a successful heal.
I think it could really add to immersion and aid the surgeons gameplay.