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But maybe I was too young and was going at it the wrong way. Your post encourages me to perhaps try again.
I will say that I connect Gene Wolfe with Cormac McCarthy in my head. Cerebral, emotionally distant, horrifically violent, as humans can be, on occasion. It is not sci-fi, but if you liked The Book of the New Sun series, you might also find Blood Meridian interesting. Another ~western that really changes on thought or second read is Tea O'Breht's "Inland". Or of course, there is George Saunder's "Lincoln in the Bardo".
And of course, if you occasionally watch tv-ish things, Mad Men across seven seasons does exactly what you want. At the end, you have to go back to the beginning, and now all the way through, it looks different, you see different themes you didn't even pick up on the first time through.


I've enjoyed some of Saunders short stories in the past so I may just try Lincoln in the Bardo. I think I own it on audible already.
Unfortunately I've tried to get into McCarthy and don't think I can. I gave up on both Blood Meridian and The Road, and I very rarely give up on books. I really, really hate his writing style. Also he's perhaps a little too bleak for me, so it's kinda funny that you equate him to Wolfe. I don't think Wolfe is emotionally distant at all and his books really don't have that much violence or even action in them, at least compared to the norm for the genres he works in. There's also a deep humanity and hope suffusing his work. One of the lines from New Sun that really resonated with me is, "people don't want other people to be people."
I can see how someone could get that impression though, especially if they've only read New Sun, especially if they've only read SOME of New Sun. Again, later stuff recontextualizes earlier stuff in dramatic ways, so reading only the first book of that series is more or less like stopping a quarter of the way through a typical novel, they are not meant to stand alone.
His protagonists often have no idea what other characters are feeling and their guesses about what they're feeling are often wrong (like real life). But a careful reader can unlock some very rich secondary characters simply based on their objective, observable actions throughout the story and your own abilities as a more emotionally intelligent person than some of Wolfe's protagonists. New Sun is the perfect example because Severian is by far the most developmentally stunted of his protagonists, especially when it comes to women. If you take Severian's presumptions about the women in the story as fact, they seem very two-dimensional and even sexist stereotypes. But if you realize he's been raised in an all male institution his whole life and doesn't understand women literally at all and has a Madonna-whore complex and just look at the actions and words of these women taken on their own without his assumptions interfering with your assessment they are very complex and almost always more capable, world-weary, and intelligent than he is.
Wolfe tends to do this thing where we trust our viewpoint character to explain things to us because that's how every book we've ever read works. We expect them to on a base level understand what's going on with the people around them, and to tell us the truth. Which of course is not how they would be if they were a real person writing a memoir, so Wolfe throws that all out the window and writes them as if they were a real person even if it confuses the reader and makes secondary characters a lot more unknowable, so you kind of have to work a little bit to get to the "heart," as you put it, but there is deep characterization there if you're willing to read the book in a bit of an unconventional way where you constantly question the interpretations the viewpoint character is feeding you about situations and people.
If you're really interested in giving Wolfe another try I'd suggest reading either Peace or Fifth Head of Cerberus. They're both masterpieces on par with New Sun, kind of the holy trinity of his bibliography imo, but they're single standalone novels rather than a five book series so much easier to finish and you kinda NEED to actually see a Wolfe story all the way to the end to even know what it is you've been reading, much less decide if you like it or not. Might I also suggest the fantastic podcast Alzabo Soup, which did a full chapter by chapter read through of Fifth Head and their discussions and insights really helped me understand the book more fully without having to re-read it several times over.

Books mentioned in this topic
Piranesi (other topics)In the Night Garden (other topics)
Peace (other topics)
The easiest to explain but perhaps least typical example is Peace, at first glance his simplest novel, nothing scifi or fantasy about it, just a memoir of an old man, perhaps on the edge of death after a stroke, wandering through his house and recalling random fragments of his life in a Proustian fashion. And then, as Neil Gaiman puts it, "Peace really was a gentle Midwestern memoir the first time I read it. It only became a horror novel on the second or the third reading."
The idea that a book can come across as two totally different genres depending on how many times you've read it or how close you were paying attention is fascinating to me. The protagonist murders like three people in that book and yet Neil Gaiman, an author I also love and respect, saw, at least on his first read, a gentle midwestern memoir where nothing evil or supernatural happened at all.
I'm probably 75% of the way through Wolfe's novels and I know I'm going to crash really, really hard when it's all over, so I'm trying to get anything lined up that even comes close to scratching the same itch.