@spendius,
No. That is to say, yes, I haven't. Not for a lack of trying. I once sweated through five or six pages, only to realize it made Tris Shandy's autobio seem a quick read on the tube. Afterall, it only took Tris three volumes to be born.
I surely admire the fortitude of those intrepid souls, perhaps you are one, who have not only read Proust but also enjoyed him. But I would judge my own experience to be similar to that of an ESL student whose (unlikely) first reading assignment is Finnegan's Wake.
That said, there are exceptions to what I writ before which prompted your inquiry. Apart from Sterne, there is also
Mezzanine by Nicholson Baker, which is not only an exception, but also exceptionally brill. It concerns a one-floor escalator ride by an office worker during his lunch hour. The ride consumes the entire 135 pages, although something like 80% is in the form of footnotes. Some footnotes even occur in mid-sentence and consist of 4 or 5 pages of tiny print. A totally absorbing and hilarious read.