Greg's enemies page wrote:
Greeting Sound: Wolf/SoD - Achtung! - Attention SoDM - Alarm - Alert
Death Sound: 6 different noises Shareware, 8 in Full Version
For the Death Sounds, there's more info on it in the Mission Pack Hintbooks:
Gluck gwhabt! - You were lucky!
Mammi - Mommy!
Au! Das tut weh! - Ow! That hurts!
Those are the only 3 it mentions, I guess the rest are just screaming noises.