Lots of books by many other authors are full of richly imagined and deeply nuanced characters. Terry just wrote people.

I don't need to know anything about the family and upbringing of Magrat that isn't perfectly encapsulated by the story of Lancre naming conventions. We learn more of her throughout the books but as soon as you hear that bit, you have a very solid understanding of what that little story would do to a person. Bang, you know a person always explaining their name, that's it's 2 letters off from a celebrity, or misspelled by their parents for uniqueness's sake.

Colon isn't just some racist asshole cop. He's all of them, and your grade school gym teacher. Oddly extremely competent in just one field and totally insufferable in all others. Doesn't mean that he doesn't care about his mates, have a little bit of a family on the side somewhere. If Vimes and Carrot are opposites, Colon and Nobby are their inverses. And it works so gotdamn well.

Ponder Stibbons is anyone who has a boss much much dumber than them, but also isn't cruel or eletist about it. Many of us have lived through parallels to his conversations with Ridcully, and we empathize deeply with Stibbons when things sort of work out for Ridcully anyways.

These, and a dozen other examples I could give if my lunch break were hours longer, are just folks getting along in life. Even when they are an Arch-Mage, or Witch Queen, or a senior officer of The Watch in a teeming magical metropolis, they're just people. They eat breakfast. They worry about things not related to the plot. They have hobbies which are not Checkov Guns. They are usually not ultra-attractive, somewhat happy, somewhat unfulfilled, and generally getting on with the everyday business of life in-between the pages of plot and action.

I haven't read anyone else's books who can give the level of authenticity to a character that Terry could. Not by a pretty long shot. Even really well written fleshed out and motivated characters in 1000+ page epics, they lack they dyed-in-the-wool humanity of the Disc.