I'm reading The Book of Disquiet by Fernando Pessoa translated by Richard Zenith right now. It's all assorted thoughts that do not explicitly develop a plot, but the further I progress into the book the more of a narrative around the protagonist is capable of being formed. The book is also composed of two parts, so it might follow a structure like Notes From the Underground, but for the first 200 pages the closest thing I can think of is the beginning of Either/Or: A Fragment of Life. The writing is really beautiful and depressive, so it's still interesting. It'd probably be a good book to read if you only have or want to dedicate short periods of time to read it, since most passages are less than a page and at most only five.
Before that I read Diary of Indignities by Patrick Hughes which was a collective of the author's humorous, real life stories. It's extremely similar to the online classic of davesecretaryatwork's stories, which are a total must read. It isn't humorous in the way Vonnegut or Catch-22 is, but I laughed a lot while reading it.