How can you adjust the touch sensitivity on an 11? That slider does not exist

Go to Settings/Accessibility/Touch. The iPhone 11 does not support 3D touch, so there is no sensitivity setting for something that doesn’t exist. It does support Haptic touch, and you can choose short or long duration.

Well, I’ve never used a screen protector, so I can’t answer that. With haptic touch there is normally a delay of about a second when you hold your finger still on the screen. If you take that into consideration, does it still seem dull?