There are a number of divine, semi-divine, or mortal beings in world mythology and folklore that fall under the broad category "trickster." Depending on the mythology in question, these characters serve a variety of functions. Some (especially the mortals) limit themselves to pranks, but most play crucial roles in the creation, destruction, or functioning of the universe; a defining characteristic of trickster figures is their ability to cross boundaries, any boundaries. Several First Nations myth cycles attribute the creation of the universe itself to the trickster Raven (Inuit) or Coyote (Chinook). Loki, in Norse myth, will lead the forces of chaos at Ragnorak (the Norse end times). The best-known (and probably the most benevolent) trickster figure in world myth is the Greek god Hermes, who serves not just as a messenger, but also as a guide for the newly dead, getting their souls safely to the Underworld. (Interestingly, Hermes was often given gifts and offerings of honey and other sweet foods, and is often depicted in Greek comedy as having a sweet tooth.) It is difficult or impossible to kill Tricksters -- even the mortal ones, like Sisyphus or Reynard the Fox, have a talent for cheating death -- and certainly no consistent method of doing so. In the case of those who are full-blown gods, it is inadvisable to even try.
Once returned to Earth via another boomtube he created, the Pied Piper recovers from his nightmare journey and resumes his efforts to take down the Rogues for good.  In Final Crisis: Rogues' Revenge he steals Jesse's Last Will & Testament from the authorities. While on the run, Jesse had told him how the document conceals another written in invisible ink, which turns out to be instructions and diagrams showing how to bring down the Rogues. Unfortunately, Piper's efforts to carry out Jesse's plans are unsuccessful: he is wounded and then unwillingly involved in the killing of Inertia.