All of a sudden, a rare, totally underrated, and mis-marketed 'young adult' series by Christopher Pike springs to mind. "The Last Vampire" It's the kind of series smart people don't want to be seen holding because it appears even more juvenile than Twilight at first. But really it fits exactly what the OP described they're looking for, a character that undergoes a lot of interesting changes through the ages. These books are awash with Eastern mysticism, and are far more "Krishna" than Vampire. Way more substance than Twilight, and a good light read for adults too.
Also I'm remembering Piers Anthony's "Bio of a Space Tyrant" series, is an oldie but goodie about how people take on many different roles throughout life.
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