I can not choose which version to install, it install the latest version packed for debian. Currently its 9.3.16
The docuntation says that upgrading minor version is just "replacing the executables", so there has to be a way to save them on the side for roll back.
I see that the binaries involved are located under "/usr/lib/postgresql" - in directories matching up with the version-cluster naming scheme the the apt packages employ. In theory backing up and restoring the relevant directories under there should work. This would only work for minor version switching.
If not, the documntation is insuffecent. We all know that sometimes even the smallest change can cause troubles.
Maybe, but as noted its not the PostgreSQL project's documentation that is lacking here - since you are not installing from source.
I've never seen whether the upgrade process touches any other files, or exactly what it touches for that matter, but that should should be enough info to experiment. It would be interesting to use Docker (or an equivalent) and perform an update and see what what the new layer shows as having been changed.