The OP presents a conceptual, ontological claim ("...that all things lack absolute identity and are interdependent."), whereas in Buddhist practice, it refers to the experience of looking for some inherent existence, and seeing nothing. It's not an ontological issue in that context: There could actually be an absolute identity, but it would have no bearing on the practice.
Alan Watts only ever confused me. These two guys made it a whole lot clearer for me. (Particularly Ken. I consider him my teacher.)
Here's one that I've particularly enjoyed:
http://www.amazon.co.uk/Eastern-Wisdom-Modern-Life-Collected...
It's a collection of lectures that he gave over a decade or so, in the 60s. It introduces most of the really important concepts of eastern philosophy.
This book provides a nice follow-up to the previous one, with a much more complete, detailed, academic view of the topics, which helps gain a better understanding of it all:
http://www.amazon.co.uk/Way-Zen-Vintage-Spiritual-Classics/d...