Can dust devils be more deadly than a tornado?

Only by a technicality. Most tornadoes do not actually kill anyone; only about 2% of tornadoes are killers. Only a handful of people have been killed by dust devils, but that still means there have been a few dust devils with a death toll of 1, while there have been many tornadoes with death tolls of zero.

Aside from that, though, tornadoes are deadlier. Dust devils are far more common than tornadoes, but only a handful of people have been killed by them, and injuries generally only occur once every few years. By contrast tornadoes kill dozens of people and injure hundreds in a normal year.