Taming Death and his servants is possible. I now have them as allies. This is what worked for me:
Kill them normally.
I took their souls and weapons.
Pick them up.
You will see they are marked as DEAD in your inventory.
Do not save or load, or they will be perma-dead.
Move underground, into a cave or dungeon. I walked into the gold mine.
You should see they are now not marked as DEAD in your inventory.
Tame them normally. Large cages, Red Souls for Death and Soul Shards for his Servants.
Once they are MAXed take them out and place one.
You will notice it's AOE is still there, and damaging you.
Set it to follow you.
Fast Travel and the status effect should be gone now.
When it updates to the companion version it will also lose it's weapon, so give the one you took back to them.
Repeat with the other two.
Personally I am now doing what you should do with any new recruits. Set them to Train.
Next: Bring Death to all who oppose you, quite literally.
Enjoy.