Yeah I'd agree to an extent, in past books he has dealt with it in a final manner. So that would suggest that its 100% done.
But from a story perspective, especially if Melassandre is behind the murder through sorcery. Then it would fit her plans perfectly. If she genuinely beleives Stannis is dead, then she will need another vessel or 'king' for R'hillor to work through. The fact that Stannis is dead would prove to her current followers that she is sham and she would have little support. Her only option is Jon Snow really, but she knows the Night Watch will not allow him to leave their order alive. So the only way I can see him leading an army of wildlings to Winterfell is by dying and returning as "R'hillor reborn". That would serve her purpose ultimatley.
But it could go so many ways really. It would go against the grain if they did that and I think even if it went that way, like they did with Catelyn reborn I doubt they would follow him through his eyes, but more likely someone with him (Melassandre). That said, if Stannis lives, they could just follow Mance when he is rescued by Stannis or Theon or his sister. All of which could easily witness the events at the wall (others inevitably coming). Not to mention Bran. Which I suppose is more likely than Jon returning.