Wolf Hall is interesting precisely because it from a Protestant point of view. It is a bit of a fun house mirror to A Man for All Seasons. The usually hated Cardinal Wolsey is played by a very sympathetic Jonathan Pryce. The usually pious man of deep integrity, Thomas More, is suddenly a bitchy Anton Lesser. Very, very well done and you should finish up the series before the second season is released!
I plan to watch the entire series as soon as I catch up with all the GOT episodes Ive missed. Jonathan Pryce alone makes nearly everything worth watching. : )