I also finished book 10 of the Malazan series.
Imagine Dan Carlin (Hardcore History podcast) and Quentin Tarantino took both the red pill and the blue pill that Morpheus offered Neo and ground both the pills together, snorted it, shook hands and agreed to create something better than Game of Thrones. I imagine they would have come up with something almost as good as the Malazan series.
You’ll have to power through the first book (Gardens of the Moon). It is notoriously difficult - I recommend following up each chapter with commentary on Tor’s Gardens of the Moon reread. I will also guarantee that the way book 1 ends will not make sense. But keep reading - the payoff is waiting as early as the end of book 2. And again at the end of book 3. And again all through books 4 and 5. And it’ll stay that good till the end.
I thought they were pretty good, but I'm enjoying GoT more.