Question about Authors "writing themselves into literature"

Paul Auster is referred to in a mysterious context on the first page of the first book in his New York Trilogy. He also turns up as a clearly autobiographical first person narrrator with the same initials, but not the same name, in Leviathan.

Dostoevsky was a gambler and wrote a short work called The Gambler.

I read somewhere that Charles Dickens split his personality into two different characters in A Tale of Two Cities; his morose self (as well as what he feared he may have been) in Sydney Carton while his other characteristics in Charles Darnay, a character bearing his initials.