I agree with you that he is amazing writer. But I am worried I may not get his works like: Infinite Jest and other essay because of not having the American (USA) cultural context.
Pale King might be a bit of a different beast. The focus on the IRS is somewhat particular, and you may miss big beats because of ignorance about the IRS. But at the same time, some of the accounting minutiae are such that I don't think you're expected to understand them.
Anyway! I wouldn't let this steer you away. To me, the joy of DFWs writing is the individual sentences. The mannerisms and humanity of the characters. If you miss some details because they're US focused, I don't think it'll be anything important.
This happens a lot in one of my favourite DFW essays, E Pluribus Unum, which although a little dated, still does a great job of illustrating the impacts of "self-aware" media consumption, and how it affects the richness (or lack thereof) of culture.