This doesn't even remotely scare them, and they'd never give you the satisfaction of begging for death. These extremists relish the opportunity to be martyred. That's when they get their 72 virgins, after all. Kill them for the sake of killing them so that they can't do their work again. It may not deter others but it will certainly prevent them from taking other actions.

If you are truly serious about employing any means necessary as a deterent, then take a page from Israel's book from a few years back when they would bulldoze the homes of suicide bombers and just take it further. Go after their families without mercy, specifically the women.