Yeah, finally read the source now, Juan.

I reckon "what is worth dying for?" is more difficult to restructure than "what is worth living for?" - as there's no equivalent to "what makes your life worth living?"

"What makes your death worth dying?"

No, there's no reasonable aternative to the two tailing "for"s in your Don Juan DeMarco quote. Although I still think there should be a few "your"s in the quote - this is personal, not abstract. Was the quote originally in another language?