Yes, and I've found it too, although recently it's been leading further and further from the man himself.
There are some journals which have access to material that was not published in the HoME series, among them
Vinyar Tengwar.
This post by lindil discusses one of the texts they have published.
If you just want more Tolkien, there are
Farmer Giles of Ham,
Roverandom,
The Father Christmas Letters,
Leaf by Niggle and
Smith of Wootton Major, all available in recent editions. I strongly recommend the annotated
Farmer Giles and
Roverandom, as Tolkien makes some pretty scholarly allusions that were certainly lost on me.
Then there's his non-fiction, which often helps to understand the legendary material: his translations of the Middle English poems
Sir Gawain and the Green Knight,
Pearl and
Sir Orfeo are available in paperback, and his discussion of the characters Finn and Hengest in
Beowulf and
The Finnsburg Fragment has also been edited and published quite recently. Anyone who likes Tolkien's languages will certainly want to read 'A Secret Vice', which is published by HarperCollins in
The Monsters and the Critics and Other Essays.
That's by no means everything (thanks be to Tolkien mania, which has guaranteed that someone could edit his laundry list and publish it with some hope of profit); but once you've read that lot you'll probably find that you're out in the deep waters of medieval languages and literature. I can't go into that subject here because I need to do some serious work on it today, but if you end up there, good on you.