I think that the death scenes in Miller's work really help to bring out the work's meaning. The first step would be to define the meaning of the drama. I think that one potential meaning is that when there is a collision between what society wants and what the individual believes, one must make a conscious decision between the two. The choice one makes defines their being and they must make peace with such a decision for it is a reflection of their beliefs and values, reflected in moments of death.
Giles Corey's death is a mirror of this. Corey's character is constructed as such that there is little in way of ambivalence or obscurity as to what he believes. Consider how Miller describes him in Act One:
No man has ever been blamed for so much... He didn't give a hoot for public opinion... a deeply innocent and brave man.
The fact that he has no care for "public opinion" is demonstrated in the brazen way he interrupts the court proceedings in Act III and drafts his own legal briefs in asserting Putnam's guilt in the accusations. When pressured by Danforth to "give names," his defiance is reflected in his death to be told later:
I will give you [Danforth and the Court] no name. I mentioned my wife's name once and I'll burn in hell long enough for that. I stand mute.
The defiant dignity with which Corey defines himself against a corrupt legal and social setting is seen in his death. Pressed by stones, Corey says, "More weight." These become his only words. In these words and in his death, one sees a great deal of relevance to the work, as a whole. The pressure from the stones can be seen as the social pressure that weigh down on the people in Salem. While some acquiesce under these weights, Corey does not. He takes it and demands, "More weight." One can see this as a reflection of his stand of defiance, as one that shows a lack of care in what others say. He demands, "More weight" to show that he will be crushed to death, but will be pressured into death with the integrity that has become a part of his identity. His death is a reflection of both his life and the meaning of the work in how individuals must wrestle with the choice of having to define themselves in concert or against a corrupt society.
For Proctor, his death is reflective of the same decision that all accused individuals must arrive at in the course of the drama. For Proctor, there has been ambivalence and questioning about "the right thing." He has lacked Corey's single mindedness and determination. For his own personal reasons and a desire to live, he has shown a vacillation. It is for this reason he "confesses." Yet, when he recognizes the implications of his actions, he reverses course. In his reversal, Proctor echoes the meaning of the play by staying true to oneself. In the face of corruption, one's name is the only absolute in a world of contingency:
Because it is my name! Because I cannot have another in my life! Because I lie and sign myself to lies! Because I am not worth the dust on the feet of them that hang! How may I live without my name? I have given you my soul, leave me my name!
Proctor's death scene shows how one has to live with the consequences of their name and reputation. In this scene, Proctor's death reflects how individuals must live with their choices and Proctor finally seems ready to live with his. In this moment, Proctor has become a force to transcend that which is contingent.