Tornado+Fire Nova worked for me. Freezing effects seem to block their teleports and since Death has relatively little hp that gives plenty of time to kill them.
If you are having trouble, though, I'd recommend littering an area with the screen wipe (and maybe freeze) power-up and then grabbing them all when the bosses spawn. I did this to help me out with my second run to Vengeful, but it should work on Death, too.
The other commenter's comment about Luck is probably referring to how the Luck stat is completely OP and not only directly multiplies all XP you get, but also makes chests more likely to spawn, and makes it more likely the chests have more items in them, even boss chests, as well as more likely wood chests are metal instead. This is particularly a big deal because of the shuriken item you can get from metal chests that shoots a piercing shuriken for each copy of the item you have, *each* dealing 300 damage times the number of copies that you have, every time you open a chest.