I've bought a couple of these and in many ways have been impressed.
My only issue is that I find them far too sensitive (e.g. Detecting movement through wallls)
Has anyone managed to reduce the sensitivity?

Personally I don't think about MySensors as often as I used to. In so many ways that's a sign of success; I have quite a few battery operated temperature nodes and an MQTT ethernet gateway running very stable - haven't needed to adjust anything for 2/3 years. Others may be in a similar position.