I am at times sincerely drawn to the attitude Kant takes toward the phenomenal world in his Prolegomena to any Future Metaphysics. His view there is that the world is constructed out of an individual’s experience. I have an experience, ordered in space and time. I am able to construct out of that experience what has happened in the past, what is happening elsewhere, and what will happen in the future. Indeed, the whole world becomes populated out of the here and now, via our concepts of understanding, forms of intuition, schema, analogies of experience, etc.
Forget all the messy details. The basic idea is that everything we think is real is extrapolated from the thin strip of our human experience. Things gain their being from the reality of our experience. What cannot be constructed out of ourselves isn’t real.
Where, then, is there any place for death? As Wittgenstein pointed out, death is not an event, since any event must be lived through. I can construct everything in the world, from dinosaurs to the internet to events happening far beyond the boundaries of my own life, but I cannot construct my own death. I can only construct all the events leading up to it, and all the events following after it. In my world, there can be no such thing as my own death. Or birth, I suppose.
I don’t get any big juicy insight from this thought other than this: live as if death will not be an event in your life, since it will not be. Live up to the very end. You will never “be” dead. There will be events after your life, of course – but those are events constructed out of that thin strip of human experience you now enjoy, just as the past has been constructed.
Maybe this is just solipsism, but it helps me to get along with others.
Huenemanniac 
I like how Freud (at the beginning of part two of his 1917 “Timely Reflections on War and Death”) connects the inability to construct one’s own death with the perpetual, forward-thrusting nature of the drives. He even pushes the point further by claiming “fundamentally no one believes in his own death or, which comes to the same thing: in the unconscious each of us is convinced of his immortality.” (My emphasis.)
Also, I wonder if this inability isn’t being evoked and deployed at the end of “The Convalescent” when Zarathustra’s animals declare how he would “speak to himself” if he “wanted to die now”.
And your concluding suggestion recalls something I read yesterday, in connection with Spinoza:
“If it were necessarily true that [Iphigenia] die a pointless and futile death, would joy in the recognition of the modal status of such a death be a suitable or even possible response?”
http://www.philosophypress.co.uk/?p=110
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The problem, of course, is that I can construct my dying, as well as the mourning of those I would leave behind. So that sucks.
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For me at least, it’s not so much the direct efforts at apprehending my death that disturb, but reflection on how tenuously and sporadically the deceased reside in the recollections of the living. Somehow, this seems to gnaw at the thin strip of the now more than the daily detonations of refreshed awareness of its finitude.
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Yes; unfortunately, my heroic defeat of death does nothing to defeat the unpleasantries of dying or of being forgotten, as if one had never lived.
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