I recommend this short book quite highly. It is well written and provides a sophisticated interpretation of how to interpret Montaigne's writing, which can appear highly fragmentary (and indeed often is). I recommend that you read the book while also reading the Essays to inform the latter reading, but also because you may not always find yourself agreeing with Cave's understanding (this was sometimes the case for me), and the Essay texts will in that case provide a necessary corrective. In general, my greatest reservation is that Cave has little patience with arguments that are critical or that point to possible unresolved tensions or contradictions in the Essays. Yet we might think that these features are always present, even in a great writer.