I *think* a death curse takes the burst of energy that accompanies a soul leaving for the afterlife
I don't think an actual soul is needed, since apparently Mavra could possibly use a death curse, and she wouldn't have a soul now.
I think a death curse is just using up all your energy to the point that you die (usually life energy, but for a BCV spellcaster like Mavra, the dark deathly energy that animates her body.)
Harry's heart stops briefly (until Michael saves him) after putting too much energy into a spell in GP. So I'm not sure a death curse is all that "special" except in its consequences; it might just be a more extreme version of powering a spell with your own energy.
So I would imagine that it might be possible, but the energy of the Mantle would be inaccessible. So Molly might be able to do a death curse, but it would be just the power level you would expect from Molly-the-wizard, not Molly-the-Winter-Lady.
I suppose there's also the possibility that the soul would pass on to the afterlife but then the Mantle would re-generate the being (so a Winter Lady that looked just like Molly would re-generate, but Molly's soul would be gone).