Okay so back story, when I was about 4 I had nightmares that would wake me up several times every night until the age of 9. All of them would end the same way, me dieing in some brutal way. I died so many times in dreams that I became desensitized to it. Now when I get stabbed, shot, drown, etc I either shrug it off or jump in to a new body and start a new story. Usually when I jump in to another body my dream people sense a shift and start to turn against me but not much in dream Land scares me anymore. Especially when you've died every way imaginable. The only reason why the nightmares stopped was because my grandmother gave me a dream catcher which I placed at the foot of my bed. This stopped all my dream problems.
Thinking back on it now the location I lived in was old and used to be a battle field. I can't imagine how many people died there so in a way I might have been picking up on some of that energy.
Long story short, thanks to the multitude of nightmares I'm now immortal in my dreams.

Anyone else have similar experiences?

It makes sense when people die or are killed, what's left behind is residual energy that those sensitive to it can pick up and experience the residual memories in some way shape or form of those that died there. That energy isn't necessarily conscious or anything but the area we all live in is affected by the energy of those that have lived there.

I had one experience in projection where there was a woman who lived next to me like a few minutes outside my door who was murdered I saw her soul go ghoul (in the communities I'm from it's basically a mindless creature that sustains itself by feeding on souls, think of it as a tar-like sac of flesh with souls inside of it for sustenance find them a lot in the spiritual/etheric plane) but like I didn't know she was murdered at the time I only knew I saw her soul on the energetic level of the physical go through that change assuming because she died and was overcome by negative energy/being lost and confused after death.

I had a dream of experiencing her murder to later find out she was murdered by the same man I saw murder me in my dream, of course, the guy is locked up but it was interesting, to say the least.

I'm skeptical about the effectiveness of dream catchers. I won't discount that they don't work completely. But when it comes to nightmares, I believe they function in more of a psychological way. Your subconscious is aware it's there and so it takes a different direction.

To put it a little clearer, if your grandma had placed the dreamcatcher under your bed and you were unaware that it was there; would your bad dreams have still stopped?

Have you considered getting a past life reading? I believe they are available here on CH. That might give you a little more insight as to whether your dying dreams are related to past lives or just typical childhood subconscious learning to deal with real life stress.

I've also had dreams where I've 'died', but the dream continued on. Brutal death dreams used to wake me up when I was younger, but after having a fair bit of experience with lucid dreaming and getting used to controlling my dreams, I have enough awareness to be able to influence and shift focus of the dream when I 'die'. It's really not so much becoming immortal as it is realizing that dreams are super malleable and easy to change, with practice. So these days, I'll either choose a 'softer' death such as drowning so as to not wake myself up early, or I'll use the jolt of a violent death to shapeshift, usually into something such as a bird. It's an interesting experience.