In the lines, "Think'st thou that Faustus is so fond to imagine / That, after this life, there is any pain?" the best meaning of the word fond is foolish.
Fond has a few different definitions. One of them is having an affection or love for, while another is to be foolishly optimistic or naive. In this case, Faustus is being foolishly optimistic rather than being having a liking for.
