I'd be surprised if Bronn died, he's more likely to just disappear if any shit hits the fan and save himself rather than die fighting to save anyone else. I think.
I'm loving the Tyrion/Varys stuff just now, its starting the match the Ayra/Hound double act we had before, and it'll probably surpass it. Desperately they want them to get to Dany though, as that could push her story into life, but so could the upcoming revolt that seems inevitable, especially since she seems close to unleashing her dragons again.