A former British soldier shot while guarding workers in Iraq predicted being "over-run" in an e-mail the night before his death in the town of Hit.
Friends of Mr Bloss held a memorial service in Colorado
Michael Bloss, 38, from Bridgend, south Wales, wrote: "We may have to fight our way to a safe haven."
The coalition and western contractors are using ex-servicemen and ex-policemen as security guards amid worsening attacks on civilians in Iraq.
Former elite soldiers can earn up to £1,000 a day providing armed protection.
Mr Bloss, who is believed to have served with the parachute regiment in Northern Ireland, was working for a Virginia-based security firm, Custer Battles.
He had previously been a ski instructor for eight years. Former colleagues have held a memorial service at a ski resort in America where he taught the sport to disabled people.
Mr Bloss had been e-mailing friends every few days.
One colleague, Beth Fox, said : "The first e-mails were fairly calm, talking about the weather and the people, but as time went on, they graduated in severity.
"The one that he sent before Wednesday, he just said he was being dispatched
to Falluja, which set all our hair up straight, because we knew what was going
on there," she said.
His final e-mail said: "We are expecting to be over-run tonight and we may have to fight our way to a safe haven.
"Unfortunately, all the safe havens are already under attack.
"I don't wish to alarm you. We'll probably be OK. I'll e-mail when I'm safe."
Private security firms are combating everything from political opponents to opportunistic bandits.
For VIPs, a 24-hour guard can cost £6,000 a day and includes a plethora of armed guards and armoured transportation.
Simon Faulkner heads British security firm the Hart Group which lost a staff member in the town of Kut earlier this week.
On Saturday he told Radio Five Live it was increasingly difficult to work in Iraq.
"We are not equipped like military - we don't have armoured vehicles, we don't have aircraft, tanks, armoured cars - we're lightly armed people and we can only do our jobs so long as the security situation remains, to some extent, stable."
On Friday the head of another British firm, Rubicon International, warned the situation had become dramatically more dangerous for civilians.
John Davidson said for the first time his firm was taking precautions for the safety of staff and looking at how to barricade security guards into houses in case civil war broke out.
Michael Bloss's twin sister Kathleen told BBC Radio Wales that she felt "very proud" when she heard her brother had saved the lives of three people, but she was furious he had put his own life at risk.
"I could kick him for being so stupid as to be out there in the first place, but it was his choice," she said.
"He wasn't a soldier who was made to go - he died doing a job he chose to do, and he loved to do."
The relationship they shared - like most twins - was exceptionally close, she added.
"He was just five minutes older than me - we were as close as you can get to anyone," she explained.
His father Peter Bloss - whose wife and brother died earlier this year - said the death was a "devastating" blow to the family.
"I was told by the company director that he was working with a group of electrical workers repairing overhead lines," he said.
"An incident happened on Thursday evening, Mike got the contractors to safety but was then shot himself. Like everybody else I'm assuming it was rebels active in Iraq."
In a statement Custer Battles described Mr Bloss's death as a "tragic loss".
"Mike was killed as a result of an ambush near the town of Hit (200 km, 120 miles west of Baghdad), while successfully protecting contractors involved in the reconstruction effort".