I will lend you the DVD if you don't rent it. And I agree on the comparison. I compulsively began reading "Sarah" again last night, and with total pleasure because of the language.
I wouldn't venture back into "A. Psycho" because it's just ramshackle and boring. B.E.E. inches towards literature in the last pages, with moody rambles about the vacuousness and meaningless of it all, but as you say, grand meaninglessness is not enough. You have to say it very well, so there's pathos.
The only Dostoyevskian aspect of his work I see is the confession that no-one believes. That was almost Raskolnikov's fate in "Crime & Punishment"... ALMOST. He had to force the police et al to believe him - and at last THEY DID. That book ends in a gorgeous frisson of redemption that Bateman only writhes towards on a cocaine hangover.
But again, my take on "A.Psycho" as a political satire would view that lack of punishment, the moral dead zone, as the reality Amerika now inhabits. No matter how brutal we are as a warmonger or a culture-tyrant, no one punishes us because we're just too important. We buy our way out of every crime we commit.