Dust, the first book in her "Jacob's Ladder" series.
Superficially, the two works have a fair bit in common: mysterious, half-mythological worlds strange technology that looks like magic/magic that looks like technology, strong theological overtones*, opaque and ambivalent secondary characters, puzzling and multilayered sub-worlds. Ultimately, though Dust is better regarded as a more accessible version of some other Gene Wolfe work, his Long Sun series, which takes place aboard a generational spaceship inside a comet, governed by "gods" that are software copies of the consciousnesses of various rulers from the homeworld's deep and almost forgotten past. But where the Whorl is one complete world through which characters can travel just like they might have on Urth, Jacob's Ladder, the dying generational ship through which our two protagonists move trying to prevent a catastrophic war, is compartmentalized to the point of atomization, with each sub-world either denying the existence of others or hostile to them. Pseudo-feudalism prevails, with the most important class distinction between those whose bodies have been altered and lives extended via colonies of nanomachinery and those who have not.
As our story starts, an "Exalt" woman (i.e. a person benefiting from nanomachines) from the "Engine" world, named Sir Perceval (don't ask), has been captured in some kind of skirmish and awaits the pleasure of the petty tyrant of another sub-world, the Rule. By a Dickensian coincidence, the Mean (no nanites) assigned to keep Perceval alive turns out to be Perceval's long-lost sister**, Rien, who brings news that the petty tyrant has designs on taking over the whole of Jacob's Ladder and ruling it the way her distant ancestor, the Captain did long ago when the ship actually moved around. Naturally this ambition is inimical not only to the ways of life of every other population on the ship, but to the ship itself, which is just barely held together through the efforts of weird and mutually hostile fragments of the machine consciousness that once ran and directed the ship on its journey of exploration and colonization before disaster struck centuries ago.
Part of the story is told from the perspective of one of these god-fragments, Jacob Dust, who watches events unfold from deep inside the substance of the ship and who is only able indirectly to influence them, through a set of nanomechanical wings he has managed to graft onto Perceval's back to replace those cut off when she was captured. His motives are unclear; his interactions with other fragments intriguing but weirdly directionless, his love for Perceval and Rien infectious. The mystery of what he/it was really up to is what really propelled me through this novel.
And I needed some propelling, because once the setting and situation became clear, so did the fact that pretty much every person or entity on board Jacob's Ladder is pretty repellent, with the possible exception of Rien and Perceval, but sometimes even they are hard to take. And not in that fun, love to hate 'em way. These beings are nasty pieces of work, and descended from even nastier pieces of work, and seem kind of naturally inclined to take decisions that are, well, repellent -- even with the excuse that the deeds they contemplate are necessary for their survival.
Dust has two sequels so far, Chill and Grail, but I don't see myself hurrying to read them anytime soon. Their blurbs indicate to me that the alienating qualities that made me sort of drag my feet in reading Dust are still very much a part of the greater narrative, and I have too many books on the infinite to-be-read pile as it is, you know?
But still -- interesting.
*Though I strongly object to the cover blurb "Can a broken angel save a fallen world?" Even combined with the pleasingly H. R. Gigeresque cover art, that's a pretty misleading bit of copy, and one that put me off the book for quite a while; this is not a religious allegory or bible story in genre fiction trappings, after all.
**Everybody who is anybody turns out to be related to everybody else in this novel. It thus teems with weird bits of dialogue like "Chief Engineer, I need to talk to your about our brother, and our daughter." Um.