Loretta Devine

Spoiler alert! Loretta Devine has wrapped her Emmy-winning role as Grey's Anatomy's Alzheimer's-stricken Adele Webber; her final two episodes are set to air in December and January. "The whole time we were doing it, I kept saying, 'Just shoot me!'" Devine says of her emotionally taxing scenes. "It was so painful."

And the pain will endure for Devine, who isn't happy that Adele's death allows her widower, Richard, to pursue a full-on relationship with Dr. Catherine Avery (Debbie Allen).

"Every day, I said, 'Can I please come back to haunt her?'" jokes Devine, who will soon by directed by Allen on Lifetime's The Client List. "Meredith's dead mother comes back on the show all the time, and there was that one dead guy [Denny] who stayed on as a ghost forever."

While there wasn't an on-set party thrown in her honor, Devine did get to enjoy some cake on her last day, she says, "because it happened to be Ellen Pompeo's birthday."Ah, forget the cake. This tearjerker could earn her another golden statue.

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Keck's Exclusives: Grey's Anatomy: R.I.P., Adele