I'm sure you've got way too many recommendations already, but....
Top of my list, if you haven't already read it, would be Piranesi by Susanna Clarke. It is strange, wonderful and above all consolatory. Best to come to it blind.
I’d also like to put in a word for Penelope Fitzgerald, who should be much better known and should have won the Booker for The Blue Flower. All her novels have a lot more going on than meets the eye. The Beginning of Spring is very approachable and set in Russia, even if Fitzgerald was English.
If you're familiar with The Tempest I would strongly recommend Hag-Seed by Margaret Atwood, which is, very obliquely, about grief. It was commissioned as part of a series of modern novels responding to Shakespeare plays. I think it’s clever, inventive and also quite funny.
A handful of Aussies:
I’m a big fan of Richard Flanagan. Gould’s Book of Fish is where I started, but The Sound of One Hand Clapping is probably the best known of his early novels. I've never felt in the right frame of mind for his debut, Death of a River Guide, but everything else he's written would fit the brief.
Conversations at Curlew Creek by David Malouf. The conversations take place overnight in a remote part of NSW, between an Irish origin convict and bushranger who is to be hanged in the morning and the policeman sent to oversee the execution.
Flames by Robbie Arnott is a sort of magical realist riff on responses to death. I was sold within the first few pages, where a mother comes back briefly to haunt her family, partly transformed into a tree fern. She spends hours in the shower to keep her friends in good condition…
Finally, for something historical try The Thousand Autumns of Jacob de Zoet by David Mitchell. I think he's one of the most technically brilliant contemporary writers. Set in ancient Japan, where Mitchell taught for several years, it's a love story, a thriller (complete with proper cliffhangers) and also a commentary on corruption and relations between Europe and Japan, which was essentially closed off at the time the novel is set.
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