Been there man, my tip is build a bed in the doorway of a crypt or other structure that provides cover, that way all you have to do is build a fire and you've get a new set point. Once you've moved out further and the trek is too far, build another bed and set it as your spawn, this will stop long death runs and keep them shorter.

And just before you reach your grave for retrieval, if it's a curly situation where death is likely especially if your just naked running, build a bed close by so the walk is super short.