There were a couple of Town Cryer articles on this sort of thing. 'Rivers of Blood' in the Town Cryer Annual (or Best of Town Cryer, whichever name you prefer) set out a dungeon-crawl game for Mordheim warbands against the undead -- it used two warbands, but the undead were game-master controlled or automatic. As you say, they just shuffle towards the nearest warm body & attack. There was also 'Tilean Days' in Town Cryer 28, which described a special mini-campaign sending three-hero teams into tunnels to fight monstrous GM-controlled warbands.
I've not done something like this myself -- yet -- but I've been planning to! & I've got very happy memories of exploring the tunnels of the Old World in Warhammer Quest, so I wish you the best of luck!