I'm quite surprised that you've only seen Tennant in Who and Jessica Jones. If you're ok with period drama I thoroughly recommend He Knew He Was Right and Casanova. I think I first saw him in a Rab C Nesbit many years ago. He played a transvestite barmaid. It was a very funny episode as I recall. He was also in Broadchurch. The show runner was the same guy who's in charge of Who now. It had quite a few people from the Who universe including Jodie. I gather it was very popular but it came across as a poor man's Twin Peaks to me.I've not actually watched anything he's been in aside from Who and JJ, but I know what you mean about not being sorry to see him leave Dr Who. I thought it was the right time for his exit.
Yes there were definite parallels with his portrayal of the Doctor in his performance as Kilgrave, particularly when he was living with Jessica and trying to win her over