Step 1: Discuss with the DM the Basic Rules on How to Build an Encounter.
This part of the answer is confined to D&D 5e.
Step 1a: share this answer with your DM, as your judgment dictates.
The Basic Rules have Encounter Building guidance on pages 165-167. Sit down with the DM and work through an encounter building exercise for level 1 characters. Build together an encounter for each difficulty: Easy, Medium, Hard, Deadly.
Step 2: Ask DM to run one of each (difficulty) encounter at the next session.
By running encounters at each difficulty level, the DM can get a rough idea about what this edition's encounter difficulty looks like.
Then ask the DM to build and run a hard encounter that is built for a party of characters 2 levels higher than your characters.
For example: if you are all now level 2, have him build and run one for a party of level 4 characters. That's about 2000 XP adjusted. Two yetis (1400 x 1.5 = 2100) is close enough. A Wight and four Zombies would work also. (About 1800 XP adjusted)
The DM may still prefer, and your group may prefer, encounters at the
deadly and deadly-plus level. With the above approach, "how to
turn the dials up and down" will be better appreciated, as will how out-of-whack the initial encounter was for your group of three level 1 characters.
- The 9 CR 2 creatures versus a party of three characters calculates to
(adjusted) 8,100 encounter XP. (450 X 9 X 2.5; Basic Rules, p. 165).
That is between Hard and Deadly for a party of three 9th-level
characters. (3 x 2800 = 8,400 deadly for three 9th-level
See how it goes. There may still be a taste, at your table, for harder rather than easier encounters.
For time saving: using an online tool like Kobold Fight Club may make creating and adjusting encounter crafting easier. (Thanks @NautArch)
Step 3: ask the DM, "How's it going to be going forward?"
This is the "session 0" for your group. Lethality level is a matter of taste in RPGs. Your whole group needs to discuss this matter with the DM, once the lethality levels of varying degrees have been experienced by the group. This is a chance to grow together as a gaming group.
Vote to stay, or to go, based on the outcome of this process and the next few sessions.
No, this isn't the easy way.
But it might work. The DM might just need to get a "feel" for encounter building model for this edition. I did when I was starting out with 5e.
You can do something similar with the materials in the PFSRD, under the heading "Designing Encounters." The CR analysis and XP budgeting are similar, with the following caveat:
... Pathfinder - its CR system is pretty imprecise. I've seen a group of already battered, exhausted level 2 characters handle an EL 8 encounter with only one death, and I've seen the same players nearly TPK'd by an EL 8 encounter at level 7. There's a lot of variation even within a narrow CR range, depending on the players' and DM's respective tactics, the specific creatures and capabilities in play, and the whims of the dice. As a result, the stated guidelines tend to be fairly unhelpful for GMs looking to achieve a reasonable encounter difficulty @Brick the Toasted
There have been similar criticisms of 5e's encounter modeling tools, but it's a place to start.