Can I ask my coworker to stop joking about her multiple bereavements?
Why do you want her to stop talking about these?
I'm starting to feel uncomfortable when she talks about it.
That isn't something that people should be joking about. You should let her know how inappropriate it is.
I'm too scared that she might turn nasty. I don't want to look like I'm being over sensitive.
She might not really know that she's making you uncomfortable, so it's really important to try to speak up about it. I doubt she means any harm to you, so just give it a try!