So here is a house rule that I thought of. If one of your PCs dies, and the player goes out with a flourish, with a suitably dramatic end, such as an inspirational speech, diving on a hand grenade, using his last breath to drive a mortal wound into an Ork Warboss, something along those lines, award the player's new character a bonus fate point.
Even in death, good roleplaying should always be rewarded.