It's a good series. And yes they do, around 10 of his tracks, like "brother my cup is empty" too.
In general a period piece series with odd but fitting music choice. Alot him, Arctic monkeys (my favs outta this bunch) , white stripes, the kills, Pj Harvey etc. And a couple of Tom Waits and Johnny Cash tunes (Danny boy, since series is about gypsy paddies).
But best song in the soundtrack goes to Anne Brun - My Tears.