Using MicroServo with 9v battery
Bare in mind? I'm supposed to imagine you naked? No thanks!

In any case, there are two problems with the data sheet: the voltage is specified as 4.8-6.0, which is clearly not compatible with a 9-V battery. The fact that it worked when you tried it simply means that you "got lucky" in terms of operating outside the specs.

The second problem is that the current required is not specified at all. Given the torque specification (which is surprisingly high for such a small, cheap unit), the current required will probably be much higher than what a common 9-V battery can deliver. Depending on how much torque you actually need in your application, you're going to need a much better battery than that, along with some sort of regulator.