I'd say gain all injuries, just taking 'Full Recovery' results as lucky escapes from anything worse. In the Necromunda serious injuries chart (not the same thing, I know, but clearly the basis for the Mordheim chart) it actually says to re-roll any full recoveries, but you can get captured! As they changed the wording in the Mordheim chart, I think rolls of Full Recovery are just such minor injuries they have no further effect. In the same way, some results (like Bitter Enmity) specify that there's no physical injury, but that doesn't discount a broken leg!
Any ideas otherwise?