A series of Unfortunate Events, but for adults

I'm looking for a book that is similar to A series of Unfortunate Events where the main story is happening in the background of the written plot. For example, I loved the Lemony Snicket and VFD subplots which you needed to glean from clues.

I already read all of Daniel Handler's books, and I also enjoyed Sanderson's Cosmere, which was similar to this for a while, but the subplot started leaking in to the main plot and becoming written explicitly, which ruined it for me.