For us, 9.0.2 does NOT fix the issue with shared calling histories between different iPhones. We both have iPhone 6s's on iOS 9.0.2. I tried shutting off WiFi phone calls, disabling Handoff on her phone (I need it on my phone) as well as ensuring her phone and devices aren't selected for "Allow Calls on other devices".
What worked for me was to disable iCloud Drive on my wife's iPhone 6s -- as suggested above (thanks, ifat) thankfully she doesn't use any iCloud drive features. I know this isn't optimal but it works for our situation to preserve the features we need.
I realize people will say use different Apple ID's but the primary reason we are sharing Apple IDs is to share the iCloud photo library: that way pictures we both take end up in the same library. We both then have access to our 325 GB library with over 15 years of photos, a huge benefit of a cloud shared photo library. For us, Family Sharing isn't really about sharing purchases.
If Apple would allow Family sharing to also share the iCloud Photo Library that would solve this issue. Ideally, Apple would allow authorized family members to access the shared photo library (configurable per device as I don't want all my little kid's photos from their devices). It would also require sharing the full storage plan of the primary account holder (otherwise sharing a huge library doesn't work), and this could be used to allow iCloud device backups all to the same storage plan.
Until then, I hope Apple realizes many people share the Apple ID for the photos and re-enable the sequestering of the call history to each device. It would make sense for call history to be sync'd among devices selected in the "Allow Calls on other devices" preference.