I burnt out on the Niccolo series halfway through the Unicorn Hunt and needed about ten weeks to recover, which would have been fine if I hadn't kept the library's copy of the book until my strength returned, thus incurring some rather impressive overdue fines. I think I felt I couldn't admit defeat.

I did love Scales of Gold (especially Umar, sadly), but overall I'm far more fond of the Lymond series than the Niccolo, although I do love the vast amounts of world and people that you get in both series. And the writing is amazing. Although, as you say, challenging. I keep eyeing up the companions, but sometimes I think what I really want is a kind of annotated version of Dunnett, where after you read three pages of wilfully oblique conversation someone explains exactly what it all means, in the sort of helpful tone that suggests you probably already got most of this, but maybe you were having an off day.