Christian Literature In the format of Bunyan's Pilgrim's Progress I've recently started reading Bunyan's Pilgrim's Progress

The format of:


two people talking
interspersed with Biblical verses


is absolutely amazing. I wish more books were written in this format.

Not that other Christian literature are dull; but this book is exciting: it's Christian literature that makes Avatar look boring

What other pieces of Christian literature is in this format? I'm particularly interested in "classical" literature -- works that have stood the test of time -- say written in Pre 1900 days. [Though great modern works are welcome too.]
Gregory of Nyssa's Life of Moses isn't exactly two characters talking, but as an expository allegory, you may find it right up the same alley. 

What Nyssa does is to write a biography (a hagiography, really) of Moses, following him through the Exodus and Numbers' narratives, but expounding up the various symbols therein. These symbols are highly allegorical, but still interesting to ponder.  For example, in his Life of Moses, Gregory of Nyssa remarks on the fact that Moses was nursed by his own mother while growing up in Pharaoh's household: 


  "This teaches, it seems to me, that if we should be involved with profane teachings during our education, we should not separate ourselves from the nourishment of the church's milk, which would be her laws and customs."


The idea is that every detail in the text is a symbol to be explored in some way.  Candidly, had Gregory written this in seminary, he would have gotten an "F," because allegory is highly out of favor - but the story and the symbolism is still interesting, if not the "way we do things" today.