Or you could save right before a fight with them and then reload if things go bad. There are also a few Death Knights foolish enough to patrol the final map on their own and I killed them pretty quickly and if you take their powers away for three turns and your party is pretty buffed up you can kill 3 of them pretty quickly at times especially if things like teleport and summons are used to increase your odds. The only place I ever avoided a direct fight with them was in the mines and there you kinda...have to!