Literary biographer Richard Holmes provides an inside look at the biographer's craft in Footsteps: Adventures of a Romantic Biographer (1985). Combining sketch-biographies of Robert Louis Stevenson, Mary Wollstonecraft, the Shelleys, and Gerard Nerval with autobiographical accounts of his travels (some physical, some mental) in pursuit of those subjects, Holmes has written an engaging and perceptive account of the process by which he went about his research and work.
Holmes follows RLS and his donkey (Modestine) through the small towns of rural France, experiences Paris during the riots of 1968 to try and relate to Mary Wollstonecraft's residency there during the post-Revolutionary Terror, and tracks the Shelleys and their various comrades during their peregrinations around Italy. I think in some senses it's difficult for anyone not so fully immersed in these lives to understand some of the revelations Holmes experienced, but that is certainly no reason for him not to share them or for us not to read them.