This DLC introduces an interesting cast of rogues for Henry to team up with. I appreciated that the characters were distinct and had their own "flavor"; there was some good character-building here, as well as the interplay between characters. It was fun having companions for a change instead of just "Henry vs. the world". I was also genuinely saddened for those lost during the last quest, as I'd grown somewhat attached to them.
My only complaints are 1) I didn't get to spend more time with the Band, as the DLC isn't terribly long (5 quests or so, I think - I would have liked more of a build to the story arc) and 2) there's no real resolution after the final battle - the surviving members of the Band ride off and that's that.
I didn't encounter any bugs with any of the DLC content, nor did I feel there was a lack of save points. Be sure to use Saviour Schnapps or sleep in a bed if you're concerned (which is the general rule for the base game content as well). This DLC definitely seemed more like late-game content, so I recommend waiting until you have decent equipment and skill levels.
I think the DLC is worth the asking price, and definitely worth playing (especially if you get it bundled with the base game).