So I picked up most of the Arkham Asylum set recently(with no cards), including the "No Man's Land" event dial. These were before my time. I think I get the gist of it from looking it up in the units section, except one thing, When does the Dial turn?

anything else you could share about these things would be cool too.

Look in the Units section for the hourglass symbol for each Event Dial - that symbol indicates when to turn the dial. (No Man's Land says after each round in particular)

When(If) you get to the Last click, does it stop there? does it go back around to click one?

Now that is a good question! I never used them enough to get to that stage and it never came up. It might just stay on that last click for the remainder but I can't be sure.

Event Dials are covered on pg. 22 of the 2014 rulebook, which you can still download at the bottom of the page here- https://wizkids.com/heroclix/gameplay/rules-format/

I believe all of them stay on the last click... the only way they would go past is if the instructions say so. They were retired well before any game effect that I'm aware of had no KO clicks and kept turning.

This was especially funny when I played in a scenario where every table got a random event dial as both my opponent and I had a figure with a stop click and we had DC 1 Million... once it was on the last click, we each got +3 to a stat and healed 2 clicks so it was a very, very long game of slapping each other back and forth, running and hiding when hit more than 2 clicks past the stop click... I think we went to time, which was 20- 30 minutes after we just wanted to quit. Lol!