Nolan talks a little bit about Heath in his recent Playboy interview. Starts at the bottom of the first column:
https://m.imgur.com/GvlAluv
If you don't feel like reading the scan, Nolan talks about how Ledger revealed the character little by little during hair/makeup tests and line readings, and how these teases throughout the creative process was "electrifying" to watch. When they shot the kitchen sequence and Nolan yelled "Cut," all of the actors around the table applauded. Nolan feels privileged that he, Emma, and Lee Smith were the only people to "witness" his final performance (presumably in reference to all of the takes that had to pick and choose from in shaping the final cut).