You do realise that when someone (preferably more than 1) state that they're gonna kill you, whether joking or not, constitutes full legal right to killing in self defence.
I've actually used that before.If you get surrounded by guys on a dark road, (granted, they're not pointing a gun at you at the time) put your hand in the spot where a carry pistol would be on your hip. Go into a draw position - one foot slightly forward, shoulders ready to brace, left hand hloding hem of sweater or shirt as if to clear it for the draw.
Calmly ask them to repeat the threat to kill you (Did you just threaten to kill me?) and then state, quite clearly, that even though it might be an illegally carried weapon, the law entitles you to shoot them and kill them as they have given you cause to feel that your life is in danger.
Also add that nothing would give you greater pleasure than one of them stepping forward.
Even if it isn't legal in your area, the fact that you sound like a NRA legalese freak is enough to bluff most.
Of course, should they pull on you you're fucked. Judge wisely. Worth it if you feel they're gonna do you anyway...