Just a small update: I actually ordered a ZWave LED bulb (because my whole network is ZWave) and well, it's probably a tiny bit worse. I'm guessing this is a bulb-by-bulb issue, so I don't know if a Hue bulb can get darker. I wouldn't be surprised, since it's probably a little better made than this one.

For now, I'm going to put a 40W bulb in the "nigh light" lamp and dim it to an extremely low level. It won't be quite as low energy usage, but it'll be close. I'm basically trying to ween my son off of a night light completely, so I need to be able to go reeeeally low, and LED's just can't do it, it seems.