I think the funnel dungeon is worth a shot to get your players used to the idea of character deaths.

For my games, in character creation I get my players to come up with 3 words that describe their character (e.g. stubborn, grumpy, drunken) and optionally one "special thing" that can be either an event from their past or just something about them. This lets them put some personality into their character but in a more OSR way than coming up with an entire backstory. It keeps to the ethos of being able to create a new character quickly and it makes the character a little bit more than just a cardboard cutout without the player spending a heap of timing developing them and becoming too attached.