The Death Mall is a shopping mall next to the Death Ball Zoo that is filled with retail stores.
The Death Mall is a Mall built on the Death Ball. Dark Laser pointed out, in quote, "I call it 'The Death Mall on The Death Ball'. It was built by my best friend Saul last Fall; He's tall, I should give him a call". When Timmy's fairies come to rescue him, they got distracted and went on a spending spree in it.
Cosmo got a job in a restaurant called "Head on a Stick", a parody of "Hot Dog on a Stick".
Wanda pointed out there is a store called "Doomingdale's", a parody of "Bloomingdale's"
Death Mall sounds extremly similar to "Darth Maul" a Sith lord with a double-bladed lightsasber from "Star Wars Episode I: The Phantom Menace"