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Every time Nadia and Alan die in Russian Doll they reappear in front of a mirror. With all their differences this is a new starting point for both of them. Why a mirror? Why not in front of a window, or in bed?
I found this very curious. Was this supposed to be a way of making them face themselves, and their fears?

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They are symbolic. They are the subjects of one of the sections in this explanation of the show by IndieWire:

Mirrors, reflections, and how one perceives one’s identity or narrative also comes up multiple times in “Russian Doll.” In one scene, Aunt Ruth recounts an incident from Nadia’s past to Alan. “Don’t get me started on the mirrors,” Ruth says. “One day, [Nadia’s mother] shattered them, and when I came to take Nadia to school, the mirrors were gone and there was glass everywhere.”

This is in the sixth episode, and the next lines in particular offer a clue:

“Why mirrors?” Alan asks. “Reflection, proof of existence, another pair of eyes,” Ruth explains. “That’s why therapists are important. Without them, we are very unreliable narrators of our own stories.”

The disappearance of the mirrors is actually an important plot point:

Both Alan and Nadia come back to life in the same place – in front of their respective bathroom mirrors, and Nadia knows something is going wrong when the mirrors begin to disappear from her timeline. Like Emily, it’s up to her to adjust what she perceives her next steps to be. The ultimate example of how not reflecting on the past or relationships can haunt her occurs during her diner death, right after she gives the girl Lucy (Tatiana E. Rivera) a copy of “Emily of New Moon.” Nadia begins to cough up blood and eventually… a shard from a mirror emerges from her mouth. Not dealing with the reality of her crappy mother is hurting her in the most literal way possible.

Mirrors appear also in other scenes:

Even the womanizing literature professor Mike (Jeremy Lowell Bobb) is affected by a loss of reflection. When Alan bursts into the philanderer’s office, pummels him, and then shatters a mirror, Mike is left visibly flustered. He asks his student how his face looks and adds, “The mirror’s gone. I can’t tell.” Even though he’s unwilling to admit it, the attack makes him reflect on his part of the infidelity by sleeping with Alan’s girlfriend and the hurt he had caused. If he is to accept the ladies’ man side of himself, he also needs to accept the morally grey side of himself in the partners he chooses.

Note the multiple meanings of "reflection".

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