Direct a super-compressed actual star into his/her/its shining "cuntress" or other available orifice while forcing them to watch jordessica porn, thereby vaporising them from the inside out
Since he's immortal, I'd have to appeal to Thanos to lift the curse of immortality on him. And then after that it'd still be difficult to kill him with that health regen ability. I think I'd have to completely vaporize him to get it done, not leaving one cell behind.
Bury you up to your neck in front of a village, tell the villagers you are a thief, so they end up stoning you to death and lighting your head on fire.
By making you sit through replay after replay of every terrible thing you've done and deeply regret until you go mad, kill me for making you sit through such awful memories, then kill yourself to forget for good.