Maybe it was my thought that was shallow, in this case. Perhaps I simply didn't understand what you were saying. I think that there is a sense in which one can say that GR does not go deep enough. A deeper theory, with more power, would say why matter interacts with geometry. It would describe matter and geometry on the same basis, so they are seen as the same thing, and so it appears natural for them to interact. Maybe this is what you were saying.
GR is unsatisfactory---the Einstein equation has an ad hoc character? I can only watch what other people do, in their efforts to bring GR and QM together and find something more fundamental.
Here at Physicsforum there is a Relativity forum. There they like to give suggestions about things to read in GR. they would inquire what you have read already and they would say things like the MTW book or the Wald book. You can post a thread asking about it. Sean Carroll's book is free online so it saves money to use it, it you find the book helpful.
Rather than suggest GR books for you, I would like to suggest ways for you to find out what is currently going on in QG (quantizing GR and applications to cosmology). I will get some links for you about that. You can try it or not, as you please. This is not what you asked for, it is what I am interested in. I will get some links in a few hours (can't do it now.)
Before I go: one interesting window on current research is the September 2008 workshop at Sussex (and the 2-day school that preceded it). There are links at Renate Loll's website.
Google Renate Loll, and go to "events", where the conferences are listed---there will be links to the programmes of the school and the workshop. I think the organizers were especially good at picking some of the most promising research to have talks on.
When I get back I will find specific links, in case you want.