I've been giving it some thought, and I think we should bump the campaign up to the silver level. There is a description in the rulebook for starting campaigns at higher levels. Now that we are both a bit more familiar with the basic strategies, this would help level the playing field, as well as shorten the overall time it will take us to complete one campaign.
Basically, it will give us both 100 total conquest points, minus what we've already spent on upgrades and training. It will also give you 20,000 coins minus what you've already spent on weapons, training and such. With that you can search through the copper treasure deck and buy any item you want. You'll also get several more chances to train before the silver level begins.
As a side note, I'm working on a hero reference sheet for training costs and such in the different campaign levels.
To answer your questions, each boss is worth 2CP and 200 coins. Opening a chest is worth 1CP, or 2CP if you don't roll a treasure. Activating a glyph is worth 3CP.
One thing you're forgetting is that for the heroes, it's not just about experience, but treasure. Doing the dungeons also gives you the money you need to train and get better gear. The overlord only gets experience, so there is a bit of a discrepency when figuring conquest point for conquest point.
Also, you have to figure that if you give up 9CP to me and bail before the end of a level, you wouldn't have killed the boss, so you'd only have maybe 4 or 5CP for your trouble, and you might be giving up a special area with unique rewards.
Again, it's up to you. I'd be okay with bumping us up to silver level. In fact, I'd kind of prefer it.