It is hard to talk about this fantasy because in some way it is stupid.
as if you die then that the end of your fantasy, if you fantasize about multiple ways of dying then you are essentially immortal.

If we assume the later I find it pretty inserting and I even did quite a few stories about something like that although it did not end with the death of moth characters for now, but later it will happen too.
I usually prefer some kind of funny deaths possibly involving trolling of the people around/ exhibitionism. something, like getting impaled in the middle of the street or getting hanged naked in some way where other people, see it and don't get what is going on and whether they should laugh get offended or scared.

So it may be interesting to talk and hear your ideas.