I iMDB'd Leo and I think his most Oscar-worthy performances were indeed The Departed coupled with Revolutionary Road and The Wolf of Wall Street (unpopular opinions thread here I come). I don't remember him in Catch Me If You Can enough to judge the quality of his work, although I like the movie a good deal.
As for the movie at hand, I am with the people that admire the technical prowess but are underwhelmed by the overall story. And yes, in Hardy's shoes I would have advocated shooting his brains out too.