The Question and Answer section for The Burning Plain and Other Stories is a great resource to ask questions, find answers, and discuss the novel.
We can infer that the Colonel doesn't want anyone else to hear about the past connection he has to Juvencio.
Which particular story from the collection are you referring to? I don't see "tell them to kill me"?
I'm sorry, the title of the novel you're asking about is "Tell Them Not to Kill Me"? Author please?