In Hathors camp, if you don't mention you killed the King at the earliest possible occasion, you have to go through the regular quest dialogue and say you'll kill him yourself to get back with the head.
Wonder what happens if you tell them to go there without you. Will they still die?
In Railroad Crossing, I figured I'd finish the Faceless Quest with a particularly snarky line by asking "Shouldn't you be more happy now that I took care of your Faceless Problem" or something similar, but that just starts the next quest and doesn't actually finish the Faceless quest by itself.