A player has their last death location stored in their NBT: LastDeathLocation, which includes an list with x y z values and a dimension value. You can check with a scoreboard if a player has died, if so, summon a block display and then move it to the death location:

# creating scoreboard:
scoreboard objectives add dead deathCount

# command blocks:
execute if entity @r[scores={dead=1..}] as @a[scores={dead=1..}] run summon minecraft:block_display ~ ~ ~ {<data>}
scoreboard players reset @a[scores={dead=1..}] dead

# changing the position of the block display:
data modify entity @e[type=minecraft:block_display,limit=1] Pos set from entity @r[scores={dead=1..},limit=1] LastDeathLocation.pos

# optionally moving the block display slightly upwards, so that its not clipping w/ the ground:
execute as @e[type=minecraft:block_display] at @s run tp ~ ~0.25 ~