Have you ever tried any Feldman in the meantime?
The CD with "Rothko Chapel" on it pictured further up in this thread might indeed be a good entrance point.
For me, the piano works are most fascinating at this time - the hatNOW CD "Early Piano Works" and the "Last Pieces" CD (plenty of duplication between them but different pianists - Steffen Schleiermacher on the former, Stéphane Ginsburgh on the latter -, different approaches, and the later one adds a long and great late piece ... and just in case, those "last pieces" are early ones, really!).