Sure. Give him a unique ancillary in descr_strat.txt. Make sure that ancillary doesn't have any triggers, so no one else can get it. Then, use a background script to check if that ancillary exists. If it does not, respawn the king on the next turn.
And, just for RP purposes, give him an Immortal trait that adds "Immortal" epithet. 
Code:
monitor_event FactionTurnStart FactionType undead
and WorldwideAncillaryExists kings_personal_slave false
spawn_army
faction undead
character King Drugal, named character, command 0, influence 0, management 0, subterfuge 0, age 16, , x 10, y 10
unit undead king unit, exp 0 armour 0 weapon_lvl 0
end
console_command give_ancillary "King Drugal" kings_personal_slave
console_command give_trait "King Drugal" Immortal 1
end_monitor