Apparently, this Spanish calculus textbook begins each chapter with a "tale". I have not yet had a chance to see the book myself, and so I cannot say for certain whether these really are "fiction" or whether they are just drawn out examples. However, from what Octavio Agustin has written, they do not sound like any calculus textbook I have read:
Contributed by
Octavio Alberto Agustín Aquino
Cálculo Infinitesimal de varias variables
McGrawHill, 1995
 Learning to plunge a lance with aim. (The concept of limit in metric spaces)
 The changeling of a galactic egg. (Differentiability of a function)
 The sotitinane, forced spies of the occult. (Maxima and minima of functions)
 Favoring servants leads to encroachments. (Integration)
 The simpleminded foreman and his malicious brother. (Riemman's summation theorem)
There is also a speech by Juan de Burgos Román from Universidad Politécnica de Madrid that consists in three little tales. It is written in Spanish, and as far as I know, it has not been translated to English or any other language. It is available at
here.
The first tale is about conics, the second is about the relationship between area and volume given a change of size, and the third is about probability.
Some of these stories (and I suppose that others too) where compiled in the book "Los relatos de Gudor BenJusá", edited by Universidad Politécnica de Madrid. Unfortunately, I do not have this book. Perhaps if you include de Burgos Román in your list someone can comment on this work.

Of course, the whole book is not fiction as it is apparently a real calculus textbook. Only the introductory stories are arguably works of mathematical fiction. I have not read them all, but based on the one translation sent to me by Octavio Agustín, I must say that they are very nicely written and certainly go well beyond the usual "fictional examples" (e.g. "a farmer wants to fence a region in his field using material that costs...") and actually nicely mimic the style of Cervantes!
To give you an idea of the author's style, Octavio Agustín has translated a speech that de Burgos gave at the University of Madrid in 1995 containing three stories supposedly by Ben Jusá. Octavio also wrote to the author and obtained his permission for me to post it here: Download de Burgos' Commencement Address in PDF format.
See also the single variable version Cálculo Infinitesimal de una variable and the collection Los relatos de Gudor Ben Jusá.
