Hi Jochen and welcome to the Forum,
More than one pilgrim has died in the Pyrenees over the years. The winter conditions last longer in the mountains and it is neccesary to check the weather forecast and get advice from people in St.Jean before crossing. The general advice is that if conditions are going to be poor then you must stay on the road, it is to easy to lose the path in poor visibility. Don't be afraid of the Pyrenees but you must respect them.
There is a Spanish website that lists the names of pilgrims who died en route during 2008, and also the list includes people who died after a long association with the Camino. http://www.caminosantiago.org/cpperegrino/noticias/eternidad.asp
On this list is recorded the name of a cyclist who we heard had had an accident getting across the Pyrenees the same day we were climbing (30 May), and also the name of a pilgrim who Jane, a fellow forum member, looked after as he died on the route near Castrojeriz.
I imagine that at a later date, this website will also record the names of those pilgrims who die in 2009.