This subject is tricky. Many believe this to be cheating. However this is a normal feature of the game that Gearbox couldn’t possibly have overlooked. Make up your own mind, and read the tutorial and video below if you want them quick levels.
It’s that simple, a simple function of the game, so I’m throwing my hat in with the “not cheating” crowd. You can of course do this in any area, but the most exp will be found in EP. I’m not sure just how far you can reasonably get with this, or at what point it no longer becomes worth it to grind instead of doing story quests, but it’s safe to say that it’s at least level 30, cutting out a huge chunk of time you would have to play as you level multiple characters. See below of the video of it in action: