Indeed, it was fantastically done, almost spot on casting, and no real messing about with the plot to be seen! A nice little cameo from PTerry himself in the end as well!
"There remains just one question. Have you been naughty... or nice?"
Yeah Colour of Magic is the first one. Death appears in every single discworld book bar Wee Free Men. Not in a starring role, but he is in all of them. The books with him (and later Susan) as main characters are
Mort
Reaper Man
Soul Music (this is where Susan joins in)
Hogfather
Thief of Time (my favourite Discworld book)
*shakes head*
The youth of today....
Since you said it was like the book I figure I'll start getting the books starting with The colour of magic (I think that's the first discworld book) So many many books does death and his granddaughter appear in?
Start with Mort.
Truckers