I saw it/participated in it back in September and really enjoyed myself. If you're a fan of immersive theatre (and/or you enjoy Gatsby), it's a solid performance. It's much more manageable than something like Sleep No More, but not quite as intimate at Then She Fell.
It's pretty interesting to see the British take on the story (which, while universal to a point, is a pretty American story at its heart, which I think the production doesn't really get at, but that's just the English Lit major in me talking).
So, if you have time, I'd give it a look. The production values are strong and the performances are solid.