Я рассказал ему о том, когда она умерла. The 2 haves are not connected and I guess you wanted to "glue" them. In this state it means:

I told him about that, when she died. Note: that the sentence doesn't make much sense without proper context, more specifically what том refers to.

Шли мы туда, о чём бабушка говорила.

Again 2 different halves that are not connected in any way and you can't even fit this sentence in some specific context. If I were to connect these two, I'd say:

Шли мы в то место, о котором говорила бабушка.