All Hail Yato

The favourite

Blue flag definitely has multiple of well written characters

I highly recommend “little mushroom” the novel.

But other than that try “Hamlet”, there’s so much you can uncover from the characters based on the dialogue and you even argue your own interpretations. Things like was Hamlet really only pretending to be crazy? And things that aren’t written. Take hamlet’s mom for example, who seems like such a shallow character at first but if you think deeper, she might if drank the poisoned wine knowing it was poisoned in order to protect Hamlet. That sort of stuff

(I think any of these have characters that would be interesting to study. Warning: some of these contain dark themes/images)
Vinland Saga
Monster
Kiichi!!
Oyasumi Punpun
Winter Woods
Death Note
Hunter X Hunter
Kings' Viking
Migi & Dali
To You, The Immortal

I think for universal novel you can try : les Miserables. Multiple characters.
Game of thrones also good. You can also try the witcher.

For BL novel I recommend chinese novel like : Mo Dao Zu Shi & Heaven's official blessings.
Author is really good. Like really really good. Many characters are well written. You can empathize with almost everyone and see from clear perspective. Antagonists were written very well you can understand their reason and even feel sad for them, but you will not tolerate their evil doings. I think it's so good because even tho the author give us full back story of how the antagonists became the villains, their story wasn't written as white washing purpose.