Yes. Switch to the monk class. Didn't pick a monk and can't switch? Serves you right for not picking the monk class.
And yeah death doesn't erase pain, but so what? Characters being in pain doesn't create drama that permanent character death can.
Why are you looking for drama on that aspect ? They set from the start that death is not an issue to focus on something else. Death is not a problem for adventurers , end of story.. you can create drama in other ways .. THEY WILL DO THAT, they have already in the first arc.
I assume that you're joking with the class switch, who said that you even can do that ?
Even if they can , having everyone turning monks would be a real problem , not only it would be boring , but it wouldn't even make sense.
Pain is much more serious than you seem to think , why do you think that guild in ep 4 managed to reign supreme unchecked , why did nobody say " screw that " and quit ?
Because you can feel pain , even if you HP is not near 0 , meaning that torture is possible , kidnapping , molesting is possible and plenty of other bypass that they have shown since you are at ep 9 already.
Why do you think the beginners don't revolt ?Think they haven't tried ? They have ..
The whole point of the hamelin guild problem is that even if you can't die , there are a lot of ways to inflict physical and mental damage , one of the main reason why shiroe tried to make the round table is that this is an issue BIG ENOUGH that they need strong rules to keep everyone in check.
All your assumptions and questions about the show have been so far anwered by the show already.
Putting your gear in the bank ? So you can suffer during 2+ hours paralysed while your Hp slowing depletes in front of a strong foe and being unable to do anything ? Nice idea