Gene Wolfe. Somehow resolves or explains every seemingly random occurrence throughout the story, even if the first person narrator is extremely unreliable and doesn’t make the connection
The Fifth Head of Cerberus is also a great entry point. It’s a set of three interconnected novellas that, for my part at least, were more immediately engaging than BotNS. It’s got all the Wolfe-isms you want: unreliable narrators, unconventional settings, and puzzle-box stories that slowly open themselves.