When you have regenerating immortals on both sides the answer is containment. Capture them alive, freeze them so they cant kill/starve themselves, put them into some stealthy casket pod and shoot them into the space somewhere between stars or into a black hole. Either their mind will be stuck forever floating in space, or they happen to fly into a black hole and will find out what it will do to sapient mind, hey maybe they will get twisted by madness and we will get some 40k daemons :)