Why not Bakker? Dont you enjoy thought-invoking literature??? And you'd quickly become a fan of his main character, Kellhus, who is an amoral, emotionless manipulator of unseen ability and scale.
As for K.J. Parker, his earlier stuff is usually not advised. I've only read The Scavenger trilogy, which is a great take on the usual amnesia cliche. A rather slow-paced series though(especially the second book), not the usual "run around slaying people to recover memory" stuff.
His later books should be decent as well. Read them and report!