The solution is rum.
A good aged rum should have depth in spades. The rich molasses and chocolate flavors of Demerara rums are especially good in that respect. So what happens when we put the two together...
Russell's Reserve Rye X El Dorado 12 Year Rum
Now this is what I was looking for. With a 3:1 ratio of rye to rum, everything I like about rye is still present, but instead of being unidimensional, the rum buttresses those flavors with caramel, molasses and chocolate. Dark fruit flavors creep out of the glass and the swallow delivers on the promises of the nose. It's fairly safe to say that this is more than the sum of its parts.
Weller Antique 107 Bourbon X Smith & Cross Rum
In this case I decided to take the opposite tack. A rum with almost insufferably potent flavors mixed with an extremely smooth wheated bourbon. With that said, they both pack a punch in their own rights as the Weller is 107 proof and the Smith & Cross is navy proof at 114. Using the same 3:1 ratio of whiskey to bourbon, it was initially still too much. Between the high proof and intense esters of the rum, there was a solid burn going down. However, after a few drops of water and a couple more minutes in the glass, the blend settled down into something much more enjoyable. While still dominated by the rum, sweet brown sugar began to emerge and a hint of grain from the whiskey. The high ester rum still hits you full in the face with funk, but it's a much more pleasant experience. This is something I will definitely be drinking again.
Ezra B. Single Barrel X La Favorite Rhum Vieux X Rhum J.M. Élevé Suis Bois
This blend centered around tempering and enhancing the characteristics of the La Favorite Rhum. While retaining some of the characteristics of rhum agricole, it smells and tastes like it was dosed with charred barrel extract. A little goes a long way. The Rhum J.M. has spent much less time in the barrel and retains more of the almost brandy-like agricole flavors that have been obliterated in the La Favorite offering. The Ezra B has a savory spiciness that compliments the two agricoles. In a 1:1:1 ratio, this blend turns out to be fairly pleasant. There are a lot of strong flavors here, but they manage to mesh reasonably well. The burnt wood, brandy and grain all dance around each other, no one ever quite dominating. It gets sweeter and almost creamy with a bit of water. Unsurprisingly, there's a bit of heat as two of the three spirits are right around 100 proof. All in all, I'm not sure that this was the best blend, but it was an interesting and worthwhile experience.
In some respects I feel like this is an extension of the tiki drink methodology. You take flavors from one spirit that aren't found in another and put them together to make flavors that can't be found in a single spirit. There's a lot more experimentation to do and I look forward to trying this again.