Writing more complex characters & Flannery O'Connor

We often start out writing ourselves (or versions of ourselves) as the main characters in our stories. This is the pure-hearted hero, the victim of callous family, the virtuous hero who overcomes illness or unfairness ("the inspiring story").
Maybe the next level of complexity is in Flannery O'Connor's work. Here, the main character is invariably a passive-aggressive jerk who believes they are right and virtuous, but they are encapsulated in their time, culture, or experience. The reader can see the foolishness of the person, but the hero is oblivious. He is not portrayed as a villain, but as flawed and foolish (and we probably all are, but never see it ourselves).
Read O'Connor's "Everything That Rises Must Converge" for a great example of this...