Right now, his brain keeps glitching out every time he tries to think about it, but ultimately, I think he's going to a) talk to Ven, and b) go find a Persona who can give him a quest to block the link during trauma games/other times where his dying is likely.

Obviously, other Emeralds will get a say in the matter (and Mage knows what went down,) but Roxas would do almost anything to not mess up Emerald's way of coping in this sort of thing. Cause when Emerald fails to cope by fuck-the-system self-sacrifice, it's kinda not pretty. See also: Three revenge game.

Lightning's general impression of trauma game and aftermath?