Although Eliot made no note for this line there is a possible allusion here to an act and scene in a play by John Webster, the same act and scene that was mentioned in Eliot's note to line 407 where he directed us to The White Devil, Act 5, Scene 6.
Flamineo is tied to a pillar and is about to be run through by a sword. Lodovico taunts him with talk of his impending death and how dying once is not enough for him. Lodovico then asks Flamineo for his thoughts.
From the play (most of the scene is also here):
Oh, could I kill you forty times a day,
And use't four year together, 'twere too little!
Naught grieves but that you are too few to feed
The famine of our vengeance. What dost think on?
Nothing; of nothing: leave thy idle questions.
I am i' th' way to study a long silence:
To prate were idle. I remember nothing.
There's nothing of so infinite vexation
As man's own thoughts.