This paper reviews non-intrusive load monitoring (NILM) approaches that employ deep neural networks to disaggregate appliances from low frequency data, i.e., data with sampling rates lower than the AC base frequency. The overall purpose of this review is, firstly, to gain an overview on the state of the research up to November 2020, and secondly, to identify worthwhile open research topics. Accordingly, we first review the many degrees of freedom of these approaches, what has already been done in the literature, and compile the main characteristics of the reviewed publications in an extensive overview table. The second part of the paper discusses selected aspects of the literature and corresponding research gaps. In particular, we do a performance comparison with respect to reported mean absolute error (MAE) and F1-scores and observe different recurring elements in the best performing approaches, namely data sampling intervals below 10 s, a large field of view, the usage of generative adversarial network (GAN) losses, multi-task learning, and post-processing. Subsequently, multiple input features, multi-task learning, and related research gaps are discussed, the need for comparative studies is highlighted, and finally, missing elements for a successful deployment of NILM approaches based on deep neural networks are pointed out. We conclude the review with an outlook on possible future scenarios.