Okay, I'll show you the basic premise what I had in mind and let you tell your opinions about it before starting:

Strange Holes/Gates appear across Westeros, leading to other plane(s), Faerun, Eberron and/or some original world. The story could be about the confusion of the first days of the reveal(set at the end of Robert's rebellion), or years later when things have normalized and many adventurers have tied themselves to the Westerosi Houses, and politics have turned interplanar(start of canon or maybe the War of the Five Kings).

My candidate for the original world, where the holes lead to is Dungeon, a seemingly endless subterranean world full of strange lands called Gates, each of which has its own "theme" (Bridgegate is a land full of rivers, where Trolls control a bridge network, Chivalrygate is something straight out of Arthurian mythos, Wintergate is a land of endless ice and snow, and so on.).