Otherworld = Magical Realm, some kind of universal nexus. Die here, you come back as a combo of all potential YOUs in any universe/reality. Rockslide died and was resurrected as a living paperweight.
Alternatives to "traditional" Egg resurrection:
Siege Perilous (the whole reason they are in Otherworld right now). Caveat with this method: Come back as a ninja assassin in a navy blue thong uniform you're damned to wear until the end of time.
Omega-level Mutant. There's at least a dozen reality warping mutants now, and half of them are hanging out in Otherworld. They can just straight up give him a Phoenix Down and revive him. <--that's a Final Fantasy reference, btw.
Spell casting. Gambit died by charging a magical tarot card, tapping into its magical potential. Apparently the spell backfired, killing him. He states he has a "plan", but previous plans included selling black market PopTarts, so who knows. But he is Death, as he tells Merlyn. Does the tarot spell card actually kill, or just change him? Anyway, it appears he exploded himself in a blast of purple light and is pictured in a pool of blood with the card partially destroyed.