A couple more I thought of - “We Are In A Book” (Gerald & Piggie book) - characters refer to themselves being in that book - Godel, Escher, Bach (Douglas Hofs

A couple more I thought of - “We Are In A Book” (Gerald & Piggie book) - characters refer to themselves being in that book - Godel, Escher, Bach (Douglas Hofstadter) - pretty much entirely about self-referential structures