I'm currently working my way through Zachary Leader's two-volume Life of Saul Bellow and pausing to reread each novel as the biography deals with it.
Re your question about Humboldt, there's so much in those 475 pages, you could design a background course of study encompassing everything from the philosophy of Rudolf Steiner to the city of Chicago, not forgetting of course Bellow's marital and legal woes! Fascinating stuff!