If you’ve not read it yet, I would recommend “The Year of the Death of Ricardo Reis” by Jose Saramago. Of course not directly about Pessoa but he plays an important narrative role.
It's actually the most Pessoa-like read in the Saramago canon. I don't read much fiction these days, but the last decade has seen me dig into my own roots with Portuguese authors, of which many seem to harbor similar ambitions of magical realism if not outright strangeness anchored in the mundane.
Saramago, Antunes, Brandao, Espanca...all interesting stuff.