Well, that's exactly what I'm looking for too, and I haven't found any drama as satisfying as Healer or Heartless city for this genre...
I can still recommend you some, but they might not be exactly what you're looking for, or and you've probably already watched them...
Kaitou tantei Yamaneko - about a man who was trained to be a spy. Lots of good music, he's a very good combatant, surnamed "Yamaneko" . It doesn't have that grimy atmosphere but it's enjoyable (well maybe not the ending but well) there is a kind of romantic side but... Not really.
The bridal mask - you've probably already watched it or heard of it. Set it Joseon when the Japanese had invaded Korea. Maybe a bit too long/ historic but you've really got that hidden identity thing and lots of action, + romance
Bloody Monday- about a young hacker nicknamed falcon who starts working for a government agency. Lots of suspense/ mystery, and love(especially in season 2). But the male mc doesn't really have that " serious facial expression on a high level of tension"
Take five- I don't really remember this one but it was the first one who popped up in my head when I read your post.
time between dog and wolf- again, you've certainly heard about/ watched this one. Very long but romance, action, hidden identity...
the K2- another drama of Ji Chang Wook. I personally didn't like it but the 4-5 first episodes are great IMO. Nickname, action, romance...
Fugitive- plan B - a lot of action, romance, ...
And I haven't watched it yet but a friend of mine recommended me "Hotel King" when I asked her something similar to Heartless City ^^
I'll edit my post if I remember another one !
AnD I'm sorry if I didn't help you. I have been looking for drama like that for ages without finding any really good/ fitting these criterias.
