Don't you have anything more substantial to support Russian megalomania?
I thought I was trying to find authors who spoke about the condition of the Russian soul.
For this, I have another book - it's closer to Yerofeev than Tyutchev - and you should enjoy it I would think.
It's «Географ Глобус Пропил», or "The Geographer Drank His Globe Away" by Alexei Ivanov.
It's a book that came out in the early 2000s.
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Returning to your question... I'm not sure I can think of too many books that talk about Russia's special place in the world. I mean - classics. Of course, you could go and read Dugin all day - and it will probably be nothing but Russia's uniqueness - but I suspect it's not very good reading.
Tyutchev came to mind immediately because of his poem about how Russia could not be understood with the mind. But also, because he was a militant pan-Slavist, who along with his buddies fought tooth and nail against Western influences in Russian literature and art. Him, and others like Aksakov and Khomyakov saw Russia as a bulwark against a "rotting Europe", and thought it had a special role in uniting all the Slavic peoples. Read those guys, and you will get megalomania to your heart's content.
However, it's important to note that even then, Russian panslavists were to a great extent receiving their inspiration from Poles. Poland had a diverse panslavist space, which was closely tracked by Russian thinkers. Split between whether or not Russia would act as the unifier, or a resurgent Poland - it was the epicenter of megalomania ;)
On the pro-Russian side you had Stanisław Staszic and August Cieszkowski, and on the pro-Polish side Adam Mickiewicz and Kazimierz Brodziński.
The bottom line, my friend, is that even when Russian megalomania was peaking, it was drawing inspiration from Poland. So you may have us beat there.