Around 1991 I remember having a book that was a cross between Choose Your Own Adventure and D&D. It was about the same physical size, but it was a full (albeit small) D&D campaign. There was a character sheet at the back of the book you could copy, and then as you went through the game you would roll for yourself and for your foes, tracking hits and HP on your sheet until you won all the loot or you died.
I've tried looking for these, but I've always run up against a brick wall. There's a good chance it was a European thing (I was there that year, and can't remember if I brought it or acquired it).
Any chance the HN hive mind has heard of something like this?