This is a stand-alone, not part of his Harry Hole series.
It's interesting, and not too heavy or bloody. The protagonist is pretty much an asshole, although he's a rather self-aware asshole. And the plot unfolds in unexpected twists and turns.
I've read the entire Harry Hole series to date, and while I generally enjoyed the earlier books of the series, it seemed to me that from The Snowman on, his stories just kept getting more and more bloody and sadistic. After reading his most recent book, Police I decided I was fed up with reading about serial killers and graphic descriptions of torture and depravity. Yuk.
However, The Headhunters predates The Snowman, so I thought I'd give it a try. I'm also on my library's waiting list for Cockroaches, which is actually the 2nd book in the Harry Hole series, but only newly translated into English. There's also one other Nesbo stand-alone, The Son, which I've also put on order - it was originally published in Norway some years ago, but will only be available in English translation this May.
There's no doubt that Nesbo is a kickass writer, I just don't care for the ever-increasing sadism of his past four Harry Hole novels.
I enjoy police procedurals and certain types of crime novels, but I've come to a point where I'm thoroughly sick of serial killers. I think the serial killer plot device is a cop-out - totally made-up psychopatic killers committing horrific crimes - it's just cheap blood-soaked thrills, it's not skillful plotting.