I had an idea about good scales strategy with Helheim - mostly based on their standart troops for early expansion. But probably this idea would be better for EA Vanaheim... I agree that Vans are good thugs and I used them as such in one game I was actually competing for victory in.
Actually, I don't think that Helheim's research is THAT terrible - I had stable second place throughout all game and probably could get better.
Considering communions - Vanjarls can do them just fine by themselves, though this will burn slaves, of course. And Spectre or Unburied mage can capitalize on it with just the Mass Enslave somebody said was impossible for Helheim (by the way, Specter is almost as stealthy as Vans themselves!).
Quills I think aren't that bad, especially as you can have them cheaply with hammers. Probably an awakened researcher negates necessity for them, but still they are good enough - expecially if you don't have enough Death/Fire gems (or no research).