I think the trick here is to try attempt to banish him instead of destroying him.
True King Agnimazud, the Vanisher is the key for you potentially.
"If this card is in your hand: You can destroy 2 other monsters in your hand and/or face-up on your field, including a FIRE monster, and if you do, Special Summon this card, and if you do that, you can banish 1 monster from your opponent's field or Graveyard, if both the destroyed monsters were FIRE."
Of course, another method is banishing "Nordic Ascendant" Tuner monsters from your opponents GY. This way he won't be able to revive Odin, Father of the Aesir if you destroy it. Called by the Grave could work out nicely for you by even banishing Odin from the GY which would then weaken another Odin that would attempt to summon.
And of course, you can always go down the line of simply negating the summon in the first place with cards like Solemn Warning/Solemn Strike.
Also, I'm pretty sure you can chain trap cards to his effect activation so something like Compulsory Evacuation Device would work.