In reply to Dominique Pijnenburg.

I agree that an option to choose the maximum "depth" would be good. Maybe I'll open a PR for that later when I have some free time.

The entries are clickable if the corresponding headings have ids. Ideally, the Heading block should auto-generate ids on insertion. But that has some technical challenges of its own. There's some discussion about it happening in https://github.com/WordPress/gutenberg/issues/6182.