Yeah, I knew she played crazy Rose but never watched The Shield. I'm not sure it was all CGI; I've read that some of the fantasy sequences were reportedly filmed with extras dressed in padded latex suits to look like figures modeled in plasticine. But it was probably used to enhance their movements and things like the scene where the Orson Welles figure impales the psychiatrist. And in the scene depicting the flowers and butterflies growing in the Fourth World. But you're right; it's not distracting. It holds up surprisingly well. PS -- there's a couple of interviews with Perry/Hulme on YouTube. She comes off as not really being all that sorry for her crime.
RE: Film Review: 'Heavenly Creatures' (1994): Dark Murder Tale Set in the Antipodes