According to the core rules (and I checked for errata), a psyker "...makes a Power Roll by rolling a number of dice up to their Psy Rating (typically 1-6) and adding their Willpower Bonus."
The important phrase here is "up to"; just because a psyker has a psy rating of 4, that doesn't mean they have to (or should) be rolling 4d10 for every psychic power they try to use.
(Note that there was errata that you always have to roll one die, which you wouldn't want to do if, for example, your WP bonus was greater than the Threshold of the power you wanted to use.)
It's also worth noting that rolling 9s isn't a guaranteed path to INSTANT TPK - it just invokes Psychic Phenomena, which CAN result in Perils Of The Warp, and THAT's when things get Bad. (It's also worth noting that results of Psychic Phenomena or Perils Of The Warp do not cancel the effect of the power, unless otherwise stated; you've still rolled a 9, and stuff gets weird, but you also got a pretty good result on that die!)
Finally, the "Favored By The Warp" talent allows psykers to roll twice and choose the better result on all Psychic Phenomena tests; if a psyker opts to enter the Scholar line of ranks beginning at 2,000 XP, he can pick it up at Scholar Arcanum (6,000 XP) for 200 XP. If he opts for the Savant tree instead, he cannot acquire it until late enough that Ascension advancement rules kick in; if your Psyker is still coming close to blowing up everything but has opted to become a Savant, consider letting him take "Favored By The Warp" as an Elite Advance after 6,000 XP.