I'm using a 9V adapter with my PCE Duo. It's not a Duo R, but the principle is the same: the console doesn't actually consume as much power as the AC adapter feeds it. There is a transformer inside the console that steps it down to what is actually consumed (in the case of the Duo, 7V; maybe very slightly more for the Duo R but I would suspect not). The reason the AC adapter provides more is to ensure that come hell or high water the console is getting steady power, but modern AC adapters are engineered better than they were in those days, and provide the rated power pretty steadily by themselves.
In any case, I don't see how undervolting the console would hurt it, anyway. It would just not power on. Overvolting, on the other hand, is a very bad idea. Also, make sure the plug polarity on the AC adapter is right; on the original Duo you need a positive center plug (probably the same on the Duo R, but check the polarity diagram next to the socket on the back of the console). If the plug is set as negative center, you'll probably fry the console. Some adapters, like the ones Radio Shack sells, have removable/swappable tips, so one AC adapter can plug into devices with variously-sized sockets and different polarities. On those adapters, you change the polarity by plugging it in either "normally" or "backwards". It's fairly obvious which one is negative and which is positive.
That's all I can think about right now when it comes to AC adapters. To summarize, I wouldn't worry about it. Just take some basic precautions and you'll be fine.
EDIT: And now I went and looked at the posts in between the OP and mine, and saw that basically everything I said was already stated more concisely.