For the most part, no. It’s like any acting gig, where things are carefully set up so that the audience, or in this case the dreamer, thinks that person died, but the actor is safe and sound. But sometimes accidents happen on set and actors do die, especially if a dreamer has gone lucid.
I love that people are still thinking about this world I made up years after the comic ended. That’s like the biggest flattery in the world to me!!!