He wants her to use the doll to kill him. It's a voodoo doll I think that's supposed to use something like hair from a person to represent them so that whatever happens to the doll happens to the person.
Its not that messed up. It was a voodoo doll which is generally made from a persons hair or atleast requires some part of that person. The goal is that whatever happens to the doll happens to that person. So he ain't being yandere, he is being crazy.