There is a thread in the Only War section about this very same thing, and someone and his group decided to run an adventure where they had no TB, one player had 3 characters die in one session, that is not the premise of RPGS, a character is supposed to develop over time, not die in the first outing, not once but 3 separate characters, when they do die it is supposed to be a big thing, because as a player you are supposed to be attached to your character, you play your chosen avatar, you flesh it out, you make it what you want, it is a story that is being told.
That was me, and the 3 characters/session ratio was just for the first adventure with the system when the players were still learning the changes (like, you can't just fire away in the open but get to cover first). In the current adventure, we haven't lost a single character for four sessions. The system is brutal but as soon as you learn to take combat seriously (a weird concept in the WH40K RPGs, I know), you will be fine.
Also ,we don't use Fate Points because we think that FPs are Easy Mode
. So those 3 characters were in fact 3 Fate Points burnt for a better future.