One writing technique difficult to pull off, but brilliant when done correctly, is that of the story (or stories) within the story.
For example, in Watership Down, there are several entire chapters devoted to the legends of El-ahrairah, a kind of rabbit Robin Hood who encounters rabbit god Frith, the Black Rabbit of Inle (a kind of rabbit grim reaper) and so on. These interludes provide mainly comical asides away from the grimmer main narrative, but they are also important as they provide commentary on the ongoing story. SPOILER WARNING: the notoriously tear-jerking epilogue, when a now aged Hazel at the moment of his death is visited by El-ahrairah himself and invited into the rabbit afterlife brings the rabbit mythology and the main story together brilliantly.
No less brilliantly, in the graphic novel Watchmen, there is a comic within the comic about a shipwrecked man determined to return to the mainland to protect his town from the marauding pirates that attacked him. It’s a grim, gory affair that provides an allegorical parallel to the villain of the story and his character arc. Specifically, it is about how a good man with good intentions can lose all perspective and fall to madness and evil in end-justifies-the-means thinking. Although Watchmen is rightly regarded as a classic, since first reading it as a teenager I have become less and less convinced by the naïve pseudo-student political views it contains – a pet peeve I have with author Alan Moore, even more so with his V for Vendetta. However, there can be no doubt that the story-within-a-story element of Watchmen works brilliantly.
Of course, the whole of Cloud Atlas follows this principle to an extreme, with six separate stories separated by centuries being read by people in subsequent generations. To be honest, although it was extremely well written, I found Cloud Atlas a pretentious bore. But it won a Booker Prize so perhaps I am in a minority.
At any rate, the story within a story technique is one I have even attempted myself in some of my presently unreleased work. Time will tell if I consider it good enough for publication, and then it will be up to you to judge if I was successful or not.