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Borderlands has something called "Playthrough 1" and "Playthrough 2". In Playthrough 1 enemies cap out at around level 38 if I remember correctly; either way you will eventually stop gaining EXP from enemies when you are too many levels higher than them. Playthrough 2 is literally the game all over again, but with stronger enemies and enemies go up to max level. A character must beat playthrough 1 before they can access playthrough 2.
All I can recommend is to prioritise side quests over story whenever they are available. That's how I have been doing all my Borderlands playthroughs since I was on Xbox 360, and it is the best way to level up. In the current state of Borderlands you can hit level 42-43 by the end of playthrough 1 if you use this method. Don't bother with Moxxi's DLC (unless you really want one measly skill point?) Enemies give no EXP, nevermind that they scale to your level, so it is difficult unless you have optimum gear.
This should be obvious, but don't forget you are playing an RNG-based game, so there are no guarantees as to what level you will finish at. More badasses spawning is the ideal way to level up, so fingers crossed! Generally grinding is a huge part of games with RPG elements, so if your goal is to find some way around the grind, there isn't a method that will work reliably.