Is there a way to increase agent's skills

[Malrubius]

However, the one thing that does annoy the hel out of me is that 1.2 stops spies from dying.

Tell that to two dead Carthaginian spies of mine, killed scoping out Roman diplomats in Sicilia!

MrWhipple is certainly right about training your agents. I try to have them attempt 2 or 3 deals per diplomatic meeting, trying to get ceasefires, protectorates, bribing, alliances, whatever I need. They can gain a point of influence every year or so doing that.