Wide Sargasso Sea, Coetzee's Foe, and Rosencratz and Guildenstern are Dead all come immediately to mind. Re-imagining another author's work is a common enough tactic that I'd bet it wouldn't be very hard to find 10 excellent examples of literary fanfic. You might be able to do it just with Shakespeare fanfic.
I have a feeling, though, that this a self-fulfilling assertion, in that you will try to re-define "fan fiction" to go around anything of literary merit that is brought up. The same thing happens with other supposedly inferior genres. Someone asks, Is there any literary scifi? People name some, and then the person responds, Well, that's not really scifi.
I'd guess that "not actually literary" is, in reality, part of the way you are defining fanfic.
In any event, disparaging fanfic by appealing to high literature is a lost cause, because the very techniques of fanfic are solidly embedded in the literary tradition, even if you want to argue about the exact definition of fanfic. Pastiche, playful appropriation, even adversarial reimagination -- all of these are fair game, and can make for sublime reading.