I got the omnibus cheap last year, too, and I've just finished the second book.
I don't know it was written the same way, but it was not quite epistolary. It's still in alternating chunks by each character, but they are nominally from a diary and a report, rather than letters to each other. Also the two are together for most of the story, so it's really just a change of viewpoint for a short while. I still enjoyed the book a lot, though.
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