The standard way is import the SAML into an Mx app of version 8.12
From there export the SAML module and import it into 9.1.1
Problems can come up, but they also might not. Trial and error and hope for the best.
Mendix will be releasing a version of the SAML module for Mendix 9 soon. It will be compliant with Atlas 3.0.
Mendix expects this release will be done in July.