One of his five favorite books where insane characters come to be taken for or treated as normal, as shared at Tor.com:
Magnus Mills, The Restraint of BeastsRead about another entry on the list.
A brilliant comic novel about three hapless comic fencing installers who keep having things go wrong. When someone is accidentally killed, they react to the death in an absurd manner and quickly are back to installing their fences. When another accident happens when their boss is there, the reaction, as in Gray’s story, is completely other than what we expect.