Yeah, but he needed a few extra nukes. Maybe stick them up his nose and blow them. Or actually here's a thought, why didn't Deadpool try using those to kill himself? No way he could regenerate after that.
I don't know too much about Deadpool, but something about him talking to Death like they're boyfriend and girlfriend, followed by Death making a "that's what he/she said" joke, is...so surreal but hilarious, even for him XD