I have a terribly soft spot for DFW's novella Westward the Course of Empire Takes Its Way (found in GWCH ). I completely agree with many of the criticisms of this story (ie it does not manage to transcend the metafiction of which it is critical, but instead verges on indulging in it), but I've always felt that this story was an important bridge to DFW's later work.
I wrote a little about Westward and my opinion of its importance (here) when introducing Kevin McMorrow's MA (which does a great job of placing Westward in the context of DFW's fiction).
As such I was very happy to discover that Conversational Reading has posted the first part of an extensive analysis of Westward. Highly recommended reading, but be careful, there are spoilers.