I've just finished it and thought the same. Lead actor was fantastic. I thought it was sensitively made considering the subject matter. I thought it was going to be a lot more violent and gory but pleased they stayed true to what's out there in the public domain and didn't sensationalise the violence for dramatic effect.
A great touch was that his demise was the most graphic, making any claim of sensationalist killing about the serial killer. I'm now watching The John Wayne Gasy Tapes. Arguably a worse serial killer that Dahmer (relatively) but it's not as gripping and it isn't a drama. It's a mix of interviews with those involved and recordings of Gacy.