Fantasy never had a flagship series like the Horus Heresy, but it did have a sort of equivalent in the sense of a series of prequel novels explaining the distant background of larger-than-life character. It was called "Time of Legends" and there were books (possibly series) about Sigmar, Nagash, Aenarion, iirc. Not sure what else.
Aside from Gotrek and Felix, which is perhaps the most well-known novels series form Warhammer Fantasy, there are also the Malus Darkblade novels. I've never read them, but he stands along with with G&T as one of those fan-favorite characters.