The music that plays when Grimmy appears freaks me out, so I hate it when Sims die. LOL Thus, I'm not too keen to try and force this feature.
However, a suggestion I may offer to those who can't seem to get this feature to work, is a guess on my part by using a little gameplay logic. If you're trying to click on the Grim Reaper to initiate the chess game and it's not working, make sure you're active Sim is another member of your household, not the Sim who's dying. Remember, it should be someone else bargaining for another Sim's life, not the Sim bargaining for their own.
See how that works out.