That's the point of childish insults and mockery. They get results. He smiles again when she sets her utensils down -- nice, he's made her think of attacking.

And no, he can't be targeted as she wishes. "Elves and evil fays" cannot, not in his world and apparently not in hers. Their spirits are too strong to be so trapped. And it would certainly not be easy to remove Curufin's head, much less keep it for a trophy!

The temptation to keep pushing her is almost overwhelming, but he pauses to answer her question, for it is very pertinent to the situation.

"The sewing shop lady has a name -- she is not just demon fodder. She is Lady Margaery Tyrell, and she is dear to me and to my family. We regard her as we would a sister. Yes, she's resurrected, but why do you speak of death as a minor inconvenience? Did you find it so, yourself?"

Because he's fairly sure his brothers slew Caedra when they found her.