Stories with deep and rounded characters like Frieren?

I love Frieren with all my heart. The characters are so unique, so human, and they influence each other in ways that leave me just wanting to cry. I've been wondering if there is a fantasy book or light novel that puts all that effort into building amazing characters. It doesn't need to be something as slow as Frieren: it can have action, horror, romance, darker or lighter plot, anything, but with deep characters?

Would you have stories to recommend me like that?