Didn't know there were Lucifer fans here. The show was pretty entertaining for me, the filler horrible detective stuff was bad but the main story was engaging and very interesting. Have yet to see the recent seasons though.
It was the other way around for me. I know the characters from Sandman, but the show was introduced to me as a "wacky outsider helps solve crime", "murder of the week" type police procedural, and the whole "Heaven/Hell" plot is a distraction.