It would appear to be Space Marine (1993) by Ian Watson, revolving around the "three brothers of Trazior".
From this Goodreads review:
Yet, when we meet our heroes in Space Marine, they are yet mortal, simply youths, with real flaws and weaknesses. Take Lexandro D'Arbequs, a wealthy, upper-hab dweller who used to go out hunting peasants with his well-to-do comrades.
All this changes when he is drafted into the Imperial Fists chapter of the Adeptus Astartes. From being used to having everything his own way, he is now thrown into a harsh and brutal regime of obediance and training, where he must prove his faith and courage at every step or die trying. Only should he prove his spirit willing, will he be granted the genetic and surgical modifications needed to elevate him from man to superman.
This process, this journey, is what makes this book, for me, such an enteraining read. Unlike any of the later WH40k books, this one delves right, right into the nitty-gritty of what it means to become a Space Marine. The inhumanity entailed in transcending humanity. One particular scene springs to mind; the second stomach is implanated, allowing a Marine to gain sustenance from absolutely anything that they eat.
They celebrate the implantation by having a feast of offal and excrement. I'm gagging just thinking about it, but that's the reality of the Astartes. They are not human, not any more.
But another thing I like about this book is love/hate relationship between the three youths drafted from the hive-world of Necromunda. Lex, Yeremi and Biff hate each other to begin with, but through their training - and the fact that they are the only links to each other's past - they form a grudging, yet steadfast, bond.
The character with the finger bones design is Lexandro D'Arquebus.
Found with the Google query
warhammer 40k novel "astartes" "finger bones" brothers site:warhammer40k.wikia.com which returned the Imperial Fists page, the description of Lexandro D'Arquebus states:
He is the only surviving one of the "Three Brothers" of Trazior; the finger bones of his left hand are inscribed with the names of his two deceased Battle-Brothers from the hive city of Trazior as a permanent memorial to them. He is one of the main characters of Ian Watson's recently re-released non-canon 1993 novel Space Marine, and also appears in his Inquisition War trilogy.