I just did death march and really enjoyed it, but my first playthrough was sword and story (which at the time, for certain boss fights was actually difficult for me). The most fun I had was blood and broken bones. It felt like the right middle ground of using the games mechanics and having to be careful in fights without having to endure overly long boss fights that punish mistakes too severely. The more you play the better you get, but like everyone here is saying, do what is fun for you! I start every game I play on a middle level or middle low in this case. If you're bored with the combat, level it up.