Gene Wolfe is one of my favourite authors, and his works more than most reward careful (re-)readings. To that end, I can highly recommend Alzabo Soup [1], a podcast delving into first Book of the New Sun (and currently Book of the Long Sun) in very deep detail (it took them a couple of years, with weekly 2 hour episodes to make it through BoNW). I reread along with the podcasts, and it was well worth it.
[1] https://alzabosoup.libsyn.com