Article continues below advertisementGilgo Beach serial killer Rex Heuermann admitted to his ex-wife that he murdered his victims at their Long Island, N.Y., home before pleading guilty earlier this month. In a clip teasing the final episode of Peacock's documentary, The Gilgo Beach Killer: House of Secrets, Asa Ellerup revealed her husband looked "very nervous" before confessing to killing eight women - seven of whom he murdered inside of their home. "I put a wall up," Asa said in the preview uploaded on Monday, April 20, explaining that she addressed her ex-husband as "Mr.