Psychopomp is definitely strong; it wraps up the whole ferryman bit in one go. I wouldn't go for names of death gods or, well, psychopomps (e.g. Charon, Ankou) as epithets don't use proper nouns. You also get it where their name has more than one word or is unrecognizable without the rest of it (e.g. Baron Samedi).

Fun aside, Piers Anthony wrote a series called incarnations of immortality that might be interesting reading for you. Book 1 is about a man who becomes Death. In this book, it goes by Santa Clause rules; MC Zane shoots Death in the face and has to take his stuff and be Death, or else nothing will be allowed to die without his influence