Around 1991 I remember having a book that was a cross between Choose Your Own Adventure and D&D. It was about the same physical size, but it was a full (albeit small) D&D campaign. There was a character sheet at the back of the book you could copy, and then as you went through the game you would roll for yourself and for your foes, tracking hits and HP on your sheet until you won all the loot or you died.

I've tried looking for these, but I've always run up against a brick wall. There's a good chance it was a European thing (I was there that year, and can't remember if I brought it or acquired it).

Any chance the HN hive mind has heard of something like this?

Could it be Steve Jackson's Sorcery! perhaps?

https://en.m.wikipedia.org/wiki/Steve_Jackson's_Sorcery!

Steve Jackson and Ian livingstone Fighting Fantasy books, mentioned in the article.

PDFs may be found online…

There were dozens of such series in the late '80s and early '90s. My first guess is the "Lone Wolf" series mentioned above (launched 1984). It has a grimdark flavor; if you remember creepy illustrations, I'd look there first.

Other options on my bookshelf include "Fighting Fantasy" (including the famous "Creature of Havoc") — https://laurencetennant.com/bonds/creatureofhavoc.html

Or "Middle-Earth Quest" (1985-ish) — https://gamebooks.org/Series/270/Show

Or "SwordQuest" (1985) — https://gamebooks.org/Series/333/Show

Or "Fabled Lands" (1996) — https://en.wikipedia.org/wiki/Fabled_Lands