If you have a lot of gold saved up, go to the SHIELD Depot, which is on the menu for Curse of the Vampire as well as the other two DLC menus. You can buy a limitless number of XP Cubes for 50,000 gold each, which could potenially make leveling easier.
Whether or not you're underleveled depends on what you're trying to do. If you just want to unlock characters, you'll definitely be fine for now - the recommended level for unlocking Blade, Moon Knight, the Punisher, and Morbius ranges from level 5 to level 30, depending on which gauntlet you go through.
The recommended levels for unlocking the new X-Men (which requires more gauntlets) and the Fantastic Four (who you get through the story epilogue) are higher, though. I'd suggest trying the Infinity option on the menu if you haven't already.
Edit: also, press X on the main menu to bring up a bunch of challenges. They give you more options for unlocking characters, XP cubes, etc., though they're all optional.