Me - Got about 2-3 gallons of it left in my basement, and it is yummy
Yours must have been right in the running because my score was just a touch higher than that. As for "do you tweak a 39.5" - maybe, maybe not. And, tweaking may have nothing to do with the recipe(especially with lagers) - it may simply be a better yeast starter, or better temp. control, water profile, etc. My dortmunder only had 3 kinds of grain and one kind of hops..... not much to "tweak." Pilsners are the same. I would say to consider your process, before your ingredients.
Also, one of the best things I have done with my beers and competitions is to enter the same beers in multiple competitions to get a little broader feedback. It has really allowed me to hone in on ways to improve little areas that come up several times. I have a pilsner that was "good" but never quite placed.... multiple comments, from multiple comps, addressing one or two issues. Focused in on those and rebrewed it this fall and it did really well in comps this past month, winning a couple and placing regularly.
As others have mentioned, 39.5 is a great score and I am always pretty pleased with a score in the 34-38 range. When you start getting around 40, that is one darn good beer. Especially in your first competition.
And, there is always "balance" - my amber got crucified with a score of 20..... I don't know if I sent a bad bottle or what - Have to wait for the feedback on that one. So just when you think you are getting something down, there are always wake-up calls and reminders that there is more to learn