Funny you should say that
I've just download a utility today called BlizzMagic from Aminet. I managed on my A1200 kickstart 3.0 with a Blizzard 030 to use this utilty to load a 3.1 kickstart rom on bootup and have managed to succesfully install OS3.5. Am gonna buy OS3.9 and see if I can do that as well. Only problem I had was when OS3.5 had installed it created a new startup sequence so had to edit that by booting my Workbench 3.0 floppy and use ED.
What I did was copy a 1200 3.1 kickstart and BlizzMagic in C and added the line "BlizzMagic C:kick31.rom near the start of the startup sequence. If I come across any problems I'll post them here.
Not sure if there are any similar utilities for standard Amigas though.