To provide a couple more examples:
Da'as T'vunos by the Ramchal (mid-18th century)1 explores fundamental topics of Jewish thought in the style of a master-student dialogue between the intellect and the soul.
Ammudei Beis Y'huda by Yehuda Hurwitz (1766)2 uses a narrative approach involving discussions between two Jewish sages and an intelligent aborigine to present a defense and explanation of Judaism while also exposing some follies of Western culture. This narrative setting was copied by Voltaire in L'Ingénu in the following year.3
1 Feldheim's English translation by Shraga Silverstein (1982) is available for purchase here and available for limited preview on Google Books.
2 This work interestingly received approbations from both the Ashkenazi and Sepharadi Chief Rabbis of Amsterdam (R' Shaul Lowenstam and R' Shlomo Shalem, respectively) as well as a rare approbation from Moses Mendelssohn,
3 This little recognized instance of apparent narrative imitation of Jewish writings (across a religious/philosophical divide) in contemporaneous works of philosophical fiction may mirror an earlier possible instance in Rabbi Yehuda Halevi's The Kuzari (1140) and Peter Abelard's Dialogus Petri Baiolardi, which was left unfinished and has traditionally been dated to shortly before Abelard's death sometime between 1142 and 1144 (although some have speculated that Abelard wrote the work in the late 1130's, well before his death, there are multiple grounds to question that hypothesis - see the Introduction to Pierre Payer's translation of the work, pp. 6-10).