The primary identifying feature of most of the Five's music is orientalism, which the American Taruskin defines as "the East as a sign or metaphor, as imaginary geography, as historical fiction, as the reduced and totalized other against which we contract our (not less reduced and totalized) sense of ourselves." This sense of an attempt to define ourselves definitely finds a nice place in the questions Dostoevsky poses in Notes.
My favorite work (alas, most people's favorite work) from the Russian romantics is Sheherazade. Rimsky-Korsakov composed it, and its a programmatic piece for One Thousand and One Nights. I recommend giving it a listen, especially after reading a brief synopsis of the vignettes that it covers. Enjoy!