According to Osho, when fear or the sense of "dying" arises in deep meditation, do not escape; let it happen. That "death" is the ego dissolving; with courage and surrender, something immensely valuable awakens. In the Master's presence or in pure awareness, allow the process to complete. The first time, retreat is natural; next time, trust, relax, and die to the ego to be reborn into abundant life.
If meditation makes you feel like you are dying, it is just your ego melting; stay calm, trust, and let it finish.