Hi, apologies if I missed something obvious, but there appears to be only one item (touch of death) in the base game or RtL which ignores undying, and I can't find any way for the heroes to get their hands on that.
How do the heroes permakill Krieg?
By buying the AoD expansion and getting the Staff of the Grave, or the ToI expansion and getting the Star of Kellos.
There might not be any other ways. Kreig himself is fairly weak, although his skeletons can pack a fair punch.
And the Blackthorn Grove is a looong way from anywhere useful once Dawnsmmor has been razed.