Coach John Kirwan said this week Marshall was progressing in the 15-man game, but was mindful of the differences to league.
"I said to him the other day, rugby league can be one dimensional sometimes,'' Kirwan said. "Everything's in front of you, everyone's running forwards or backwards, whereas in rugby union everything is three dimensional because you've got different angles. But he's a quick learner... he's been more excited about the challenges than anything else.''
Henry said his role at the Blues had changed slightly this season.
"I'm still doing the defence with Grant Doorey ... but I'm also doing the leadership this year which I've never done before so that's stimulating. I'm trying to help them develop as good leaders and help with the individual development of people.''
The squad began training last week after their Christmas break, with Henry saying he was pleased with the start the team had made.
"It's been a really positive week, there's been a lot of hard work done,'' he said.
"There's some clarity on roles and a lot of work done on skill development and working on guys' skill level which is going to be key during the year.''