Loved it. It's been some years since I read Man In The High Castle, but it seemed faithful enough to not offend my adaptation sensibilities. The big strength I think the series has is the worldbuilding, which is good considering the genre. Especially the not-quite-so-bright portrayal of the Rocky Mountain Neutral Zone. Also good was the "life goes on" portrayal of life for non-resistance members. I can believe that postwar America is a place where people could conceivably live if they meet the conditions to not be exterminated.
I was concerned about them throwing out The Grasshopper Lies Heavy a bit too early, but it's so devoid of additional detail and connection to the rest of the story that I think it would work better for someone who hasn't read the book. Also though, one perspective I had while watching it that I haven't seen yet is that the film reel plays different scenes from OTL/Grasshoper Lies Heavy every time it is ran, hence why she plays it ten times in a row.
I also don't think the film reel is showing OTL, anything in it would work for Grasshopper Lies Heavy.
The intrigue is good, as is necessary for a plot about an underground.
I was a bit concerned about some of the obvious CGI in New York, but that faded out as the episode went on.
All in all, 4/5.