I've also seen players devastated by character death. The correct advice is to check in with your players about what they want to do with possible character death. Don't just spring it on players who don't want it.

I had two player characters foolishly break into a vampire wizard's office to try to steal something. It was a series of incredibly foolish decisions, starting with "let's split the party", and it escalated to violence. When it was looking especially grim, I asked them if they would be okay with character death. They said yes. The two characters died.

The in-game funeral for them was fantastic. Real tears. But the important thing is they consented to this. If they had wanted these characters to live, it would've been a dick move to be like "nah they dead". There's no reason to make the players real-life extra upset. I don't have the hubris to think I know better what kind of story they want.