Drowning/suffocation would work if they didn’t hold their breath (bonus points for simplicity).

A Black Hole is obviously another one.

Flying into the Sun would also be an option.

They seem to be stronger than they are durable, so they could theoretically just punch themself and then rip out their innards (if needed) to finish themself off.

Assisted suicide may also be an option, but my bet would be that a Viltrumite asking for death would be seen as weak and they would either get ‘reprogrammed’ or their death would be made extremely painful.