>Is it cheaper than natural gas

Last I checked, the cost to produce green hydrogen is somewhere north of EUR 6.00/kg, translating to a cost of EUR 152.26/MWh (HHV when assuming a condensing boiler). The spot price of methane, at the time of posting, EUR 109.683/MWh LHV. The HHV number would be a tad lower.

So yeah, hydrogen for heating isn't looking to be a competitive option to natural gas. IMO, it'd be better to look towards district heating using waste heat, district heating using geothermal energy, water-sourced heat pumps and air-sourced heat pumps first. Green hydrogen can take a niche supporting role in the form of hydrogen-fired peaking power plants.