Just to put this in it's own question.
There are 3 brightness options in Activity/Sleep and Regular on the watch itself.
In Garmin Connect - Sleep has 4 brightness options which includes "Ultra Low"
IMHO - there needs to be a 5th option - for instance called "Dim" that is even lower than Ultra Low
I currently have the screen set to "off" unless I tap it because every display option is too bright and drains battery too rapidly.