I’m unsure from what you’ve said how far you’ve gotten, so I’ll try to avoid spoilers.
The Preface Author is a character I created back around 1980 or maybe a little before (9 or 10 years old), though I’ve upgraded him somewhat over time. 
His unnamed wife goes back to 85 or maybe 89, I don’t remember exactly. Jian’s character dates back to around the same time, though I didn’t name him until I started working on CoJ (late 2000).
Portunista’s story started as a short story idea extended from another short story idea (both in early / mid 2000) which didn’t feature her but featured three other characters including her husband and son. I invented her after writing their little story – neither of those stories shows up in CoJ, by the way. One will be part of the ending of Book 3, one will be part of the ending of Book 6.
I had been kicking around the idea of working up a multi-book series synthesizing together a bunch of stories I had been working on since the 80s, but I didn’t have a clear beginning yet, so after writing those two short stories and thinking they had some merit as novel material I tested using it as a way to get into the PA’s story and realized I could fit them in quite well.
Then however I ran into a very big problem, with nothing but a clunky solution (after many years thinking about it and looking for another way): the PA had to be introduced as early as possible so that I wouldn’t be pulling his character out of nowhere late in the series. Considering his suite of abilities, I figured the most plausible solution would be for him to be researching the past history of Mikon to try to figure out how things went so far wrong, and to explain to his wife what happened so she wouldn’t entirely freak at hearing the explanation for his recent absence and why he’s so upset. So he has gone back to Portunista’s origin story and is starting there.
Ideally I would have preferred not to use a fictional author (much moreso three other subauthors) as the narrator, but I’m making the best of it that I can. 
Having introduced the concept and established it solidly, I can (usually) proceed with a more typical narrative form and only call attention back to the PA and the subauthors (Seifas, 'ista, and Khase) when that seems like it helps the story somehow.
I had been reading several of Lewis’ medieval studies (including his entry for the Oxford History of English Language, on 16th century prose works), and somehow got the observation that as fond as they were of Biblical analogies (and allegories), and as fond as they were of the enchantress/paladin paradigm, they had never apparently thought to put both of them together.
Normally, the enchantress is only a speedbump in the story of the paladin. Several influential modern fantasy authors had already reworked the paradigm so that, in effect, the enchantress is the heroine and the paladin is an adjunct (and maybe only a speedbump) of her story. That’s a fine reversal of the trope, but I thought it would be an interesting challenge to go back to the original concept yet still from the side of the enchantress who isn’t all that heroic, and can be rather outright evil sometimes. Why does she do what she does? – how does the paladin affect her when he intersects her story? It didn’t take long playing with that idea before I started seeing convergences with the Bible’s story of Israel, especially as retold by the Prophets of the Tanahk (what we Christians call the Old Testament) in critique of Israel. Even though she isn’t the most important character, she has been chosen by God to be the heroine of the story – but she starts off more than half weak and more than half bad! – but precisely because of that Israel represents all humanity.
That’s the underlying concept, but I didn’t want to write a mere cut-and-paste analogy of the story of Israel, so I just kept the themes and used those as a basis for exploring the classic enchantress/paladin concept from the viewpoint of the enchantress.
Obviously I have a ton of other things going on – to pull a somewhat minor random example, Khase Sage provides several story functions while playing with a combination of folk anthropology and ancient histiographic methods. But I call the first three books The Penitent Empress Trilogy for a reason. She’ll be important in the next trilogy, too, and to some extent out through the end of the whole story, but she’s certainly the main character of the first three books.
I usually preplot things in my head for a while (sometimes for a VERY LONG while), and then sit down one afternoon and start working my way through the plot points. Nowadays I build in a varying rhythmical scansion as I go, which helps keep the wordcount down while pulling the reader along and adding a bit of an alien or foreign flavor; my original drafts of Book 1 (and Book 2) didn’t have that, but during my largest trimming edit I reduced the wordcount from 206 thousand to 174 thousand that way! (Book 2 clocks in at 136Kwords by the way; Book 3 looks like it’ll be as long as the first two put together, but it’s the grand finale to the first big story arc: lots of action and plot resolution.)
So I’ll sit down and look at my list of Things To Get Done Next, and if I already know an action scene is coming I’ll spend time working that out several ways – though sometimes I’ll feel like adding some action on the fly as I go, but only if it brings out some meaning. I love writing action / combat sequences, but I hate writing meaningless action scenes. (My biggest problem with writing the aforementioned recent Blood Bowl AAR is trying to keep enough description of the gameplay to make it a genuine AAR while making the action meaningful. Which inherently, it usually isn’t, it’s just a game using the animated version of little pewter statues; it’s no more meaningful than chess.)
But otherwise, if no action is coming up, I’ll just kind of work out how the various characters would think about what’s happening, and look for themes to play with along the way if I can, and put them through their paces. I try not to get caught up trying to describe everything visually, but I worry I don’t describe things enough sometimes – that’s a fine line any narrative author has trouble walking. One of the narrative cats to juggle, is remembering to think about what the Preface Author might think about what’s happening, in case that seems important to him as a character, or to provide a handy transition or a little extra information about the situation which he can see but they can’t. Relatedly, with three subauthor characters which of them might have something to add in a little personal commentary about what’s happening? – that way I can sometimes signal which text the PA is following the lead of himself at the moment. Nowadays I go ahead and build the rhythmical scansion in as I go, and do a bit of quick pre-editing polish to tighten that up as well.
Every once in a while I’ll ask myself if I’m getting bored writing a sequence; and if so then I look for ways to either ditch it and try something else, or to spice up what’s happening. But I expect it would be very boring for someone else to watch me ‘composing’, even if they would otherwise find the result exciting or at least interesting!
Including numerous reviewers. Actually, I’m not sure I’ve met anyone who didn’t want to smack her… 
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) RJ, and then RJ + Sanderson (after RJ died) pick back up substantially in the final four books, fortunately – I like Knife of Dreams through Towers of Midnight as much as any of the earlier books up through The Fires of Heaven (though I’d still rank that one second place overall), and the last book Memories of the Light is my favorite of the whole series.
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I’m not at all sure I could name them all myself – I watch out for concepts as I move through the plot, and try to bring various things out in an interrelated way. To give a more trivial example, I sort of dared myself to make the goofy milieu of the Blood Bowl turn-based fantasy-rugby strategy game more meaningful recently, and drafted up 
– that’s one of several clues they’re far from normal people. 