The only ways to protect against the death effect directly are magic resistance and reflection. In fact, because of other dangers in Fort Ludios, mostly ending in "DRAGON", I really recommend trying to get reflection before advancing. You'll probably survive in the lower levels to try and get that stuff moreso than you'll survive in Fort Ludios.
Failing the possession of such, pretty much the best you can do involves the standard method for assaulting ray attackers, which you acknowledge you're already doing. So I'm just going to write this for those who aren't familiar with it. It involves a position as follows:
@ is you,
+ is the door leading to the big area of Fort Ludios (and it will probably be open), and
% is Mount Doom.
The advantage of this position is that enemies who approach can only fight you one at a time, they can only move straight from the doorway, and they cannot blast you with wands from a range. So the only place they can reach you is by stepping in melee.
You have a few different ways to capitalize on this. Here's some (and what you, yourself, are looking for).
Be very fast, or at least fast. With boots of speed, a potion of speed, or a spell of haste self, you gain extrinsic speed to be "very fast", while you can get intrinsic speed of "fast" by zapping yourself with a wand of speed or eating certain corpses. This can let you deal much greater melee damage when they step in before they get a chance to fire off the ray.
If you have a wand and sufficient resistance to its effects, use it! For example, use a wand of sleep if you have sleep resistance, and then just massacre the fellow while the soldier is helpless. sjohnston's answer also covers some other options that you can use to disable the foe for your easy killing.
Have a polearm with enough training (unfortunately, I don't recall how much Valkyries get but I hope they get at least to Skilled). This can let you pound enemies at a knight's move away from yourself, which is where the door is. You do this by
applying the polearm. Lances can also be used, but I don't imagine you'll have one. The highest damage polearm, by the way, is the halberd.
If you combine this with being very fast, by the way, it's really effective with a good halberd.
Wear an amulet of life-saving. It's gonna be painful to lose it, but they're meant to be used.
Even with death protection, you want to use this kind of strategy to handle this kind of foe, and any foe with a linear ranged attack. With the wand of death in particular, you can use this strategy to defeat the enemy before he uses up any of the charges, which is a much better result for you.