Borgio the Besieger has an almost unnatural ability to withstand pain and injury. If he is reduced to zero wounds, then do not remove the model, but lay it on its side and leave it in place. At the end of the phase, roll a D6. On a 1-3, he is removed as a casualty as normal. On a roll of 4 or more, he stands back up again with a single Wound remaining.