I'm glad you brought up Montaigne; I was going to, but then realized that people would accuse me of comparing pg to the classics and get mad about that too.

I think it's a bit of a stretch to compare informal quotes to "citations" in the modern sense. The point is that this is an informal, highly personal genre. There are people, as you probably know, who claim that Montaigne invented not only the essay, but the modern idea of a personal self by writing them. So to accuse pg of being too personal or self-referential in his essays is a misunderstanding. The way his writing gets under people's skin is certainly interesting though.