Yes, many instances of modern literary criticism come to mind, such as Ben Jonson's commentary on the works of Shakespeare, his friend, producer, and cast member; Cervantes' analysis embedded in Quixote and Sheridan's analysis embedded in Tristram Shandy; Tolstoy's What Is Art; etc.

My impression remains that during the period between Poetics and, oh, Canterbury Tales, the great thinkers didn't publish anything about Narrative.

Thanks for the Northrop Frye tip!