Definitely not dull. Not so much pretentious as very academic. You've got to be in the right frame of mind.
Agree with you there about Anatomy of Hell, and I've heard 'Romance' is quite a cold and detached film, however I found Fat Girl, and Une Vraie Jeune Fille quite breezy and narrative driven. Quickly paced aswell.
The Bluebeard film came out in the cinema in the UK, but passed me by (Breillat wasn't on my radar then), so will have to check it out. Someone told me it was inspired visually by Borowczyk's 'Blanche', which is one of my faves.