I love Kim Newman for his Anno Dracula series, as well as his other genre-deconstructing work. "Coastal City" is a neat little jaunt through the progression in superhero comics, and The Night Mayor is quite a surreal VR love letter to film noir. Had no idea that he wrote a CYOA about a young man in '80s Britain! Sounds like Netflix owes him some inspiration credits for their own Bandersnatch streaming CYOA.
Review (with spoilers, though not sure that concept applies here) by Interactive Fiction author Emily Short:
https://emshort.blog/2015/01/05/lifes-lottery-kim-newman/