They are going to have a sort of Will Graham/Hannibal Lecter sort of relationship but with far less autism and direct manipulation. Dennis' and Robert's relationship should look something more like an obsession, or perhaps parent/child; though that's a complete delusion, of course. It's interesting that Bane has a sort of Will Graham like character and is building a relationship with him and JL similar to that of Will and Jack's. 

This story is panning out in a very similar way to the Hannibal story, but I am happy to say that it is very different as well. That's a credit to the careful and thoughtful character building being done by the players, no doubt.