It's also a good practice not to create independent but related variables in the environment. Better to create a list that contains the related objects. For example:
countries <- c("Australia", "Belgium")
deaths_list <- lapply(countries, function(x) subset(deaths, Group.1 == x))
Will give you a list of the subset data frames.
You could then assign names to the list elements, e.g.
names(deaths_list) <- c("AustraliaDataCovidDeaths", "BelgiumDataCovidDeaths")
and use those reference names downstream.