[ By 'did he at least do it quickly,' Strange is assuming 'how quickly did Zangetsu kill you.' It's his turn to have his expression slip as Strange tries desperately to force it back into something resembling nonchalance. ]

He did. A sword, clean through the heart. [ There's a pause before Strange continues. He doesn't really know why he's saying this, just that he feels he must. ] I'm thankful for it, but it's nicer than I deserved. I almost asphyxiated Lambert and would have done so had Zangetsu not stabbed me.