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For a few of my imaginary worlds, my characters write letters to each other. These letters are never intended to be surfaced in the main story, they are my exploration of the characters' feelings and motivation as events unfold around them. I find the letter writing to be hugely useful and helps me to solidify personalities and uncover inconsistencies in my plot. An acquaintance of mine suggested some of my characters could keep diaries, to achieve the same purpose. This advice is not new and I agree that it would be hugely useful in much the same way.

Additionally, I use these letters (and potentially some diary entries) as my daily writing exercises to limber up my story-telling brain and get myself into this other world. There are some great exercises out there; the advantage to the letter/diary method is that it helps me to context-switch out of my workplace and immerse myself in a specific world before working on the main plot.

However, for my biggest and most fleshed-out story (the one which I want others to read and enjoy) the vast majority of my characters are illiterate. In fact, there are only about three (of many) who know how to write and only one of those three would be likely to keep a journal. The work is composed as a series of story-tellings - imagine the author has visited each character in turn and spent a couple nights transcribing their view of past events. Each chapter is a first-person spoken narrative of what happened.

I feel as though I'm out of options for exploring these characters in a more intimate fashion. It's not feasible to me that any of them would keep a diary or write letters. I don't want to write a train-of-thought for any of them as an exercise; because, that's essentially what the main body of work is already doing.

What other prosaic methods might I employ to explore my characters from their own point of view?

Do any of them have a confessor?

The most literal interpretation of this is that they're Catholic and confessing to an actual Priest who is sworn to secrecy. I don't know what real life Catholics say to priests but, in TV shows and movies, it ranges from very focused descriptions of sins to general rambling about stuff important to them (explanations of where they went wrong, or general stuff someone might tell a therapist).

A therapist isn't likely in this context, but you might imagine there is an "offstage" character who fills that role.

Some people talk openly to the dead. Either by visiting their graves or seeing a ghost or just imagining them (the latter two can be anywhere).

Some people talk openly to babies or animals or to an adult human who is incapacitated. The idea is simply to have an audience who can't spill your secrets.

I feel as though I'm out of options for exploring these characters in a more intimate fashion. It's not feasible to me that any of them would keep a diary or write letters. I don't want to write a train-of-thought for any of them as an exercise; because, that's essentially what the main body of work is already doing.

I like Arek's suggestion about singing, even if it might be difficult to compose song lyrics each time. Yet there is another method of oral transmission widely used to tell stories - and that's just talking aloud.
So, write dialog. If you can imagine your characters going home after a long day of work, and finally being able to rest their bones in front of the fireplace or with an alcoholic beverage in their hands, and if they have someone to talk to, make them talk.

This would be different from the main story, since you would be writing mostly lines of dialog - much like a script, rather than a novel. No train of though involved. Also, you don't need to make them talk to any other estabilished character in your novel. They may be talking with their close or distant relatives, with unnamed friends, with strangers or even with themselves.

This will be both a good exercise of character development, and a good exercise in writing dialogs as well.

I suggest obsession.

I write little or nothing about my characters before I begin writing. But I think about them, a lot, often for a week or more. I think about them as I get ready for my day, as I work, as I shop for groceries, as I eat lunch AND dinner, as I get ready for bed.

Specifically, how do they do these things? What does their normal day consist of, from waking to sleeping? Where do they sleep, and what do they sleep in? Is it dangerous? Do they feel safe sleeping? Comfortable? Do they sleep alone, or with a partner? Or usually sleep alone, but at times have a partner?

When and where do they eat? What is it like? What do they see? Where did they get the food? Where do they eliminate, or bathe? What do they wear?

Whether you are writing about a hunter-gatherer, a medieval villager, a 1920's New York City apartment dweller, a modern housewife, or a resident on a space station, they have a daily routine, they have analogies to the same things to do as you do, all day long.

I don't do this to write it all down; I do this to get into the skin of my character. Is she a woman wandering alone in a lawless wilderness? How does she protect herself from forcible rape? Okay, how did she learn to do that? Has she ever actually done that? If so, how did it turn out? If not, how often does she think of it? If it happened today, would she hesitate to use lethal force? Yes or no, why that answer?

Obviously, you as the author have to invent these answers, so if you ask yourself a question and aren't sure, put it aside and try to come back to it the next day. Your subconscious, after a night of sleep, will help you refine the character so you know the answer.

I've already asked if she wakes alone or not. Of course, she may not, but her bed partner may not be a romantic attachment; it could be a sister or child or dog. Or a one night stand. A romantic partner is something to think about too in her daily life; if she has a spouse or lover, or has ever HAD a spouse or lover.

I begin this way for my character's day, and who she is right now (the story time) in her day to day life.

THEN I start thinking about her past, and what brought her here. Her family history, and what would be consistent with what she has become. What traumas, or life-turn experiences. Her mother, her father. If she still has them, or has lost them. Does she have siblings? Males or females? Does she love them? Do they cause her trouble? Are they troubled? How do their troubles impact on her life?

If the character is not a virgin, they have had a first sexual experience. How and when did that happen? Was it with intent, or spontaneous? Was it with consent, or not so much? Is there any history of sexual abuse?

Similarly, if your character lives with crime, she may have killed or harmed somebody in self-defense (or in offense), you should think about that too. In such a setting, has she witnessed such violence? Has she participated in any of it? Is she inured to it?

Speaking of which, what secrets does your character keep? Secrets can be embarrassing, but can also be memories too emotionally painful to talk about. Talking about such things makes us feel vulnerable, and talking about them requires trust in a non-public setting. The same goes for some actions we personally do not regret but we know others may judge harshly. For example, a gay character may be perfectly fine with having had same-sex partners in the past, but he doesn't ever talk about them with co-workers or other non-intimate friends, because of the risk of judgment.

Who your character is now can define who she was (or thinking about who she was can influence who she is now). If you like to write or keep notes that's fine; I personally am OCD enough to do this without notes. Just like I know the life of my friends without keeping notes on them!

I always start a story with a main character (MC), and I will develop other characters in a similar way, not always with the same depth. (We know much more about Superman's life than we know about Lois Lane's or Jimmy Olsen's). Often when doing this for a Main Character, the nature of their story will emerge as well, what life-changing events, betrayals, or opportunities they may encounter. Where their "life today" may go in the future.

The immediate future of the character is in fact the story you are going to tell; and it can grow out of the character. Somehow, the MC (main character or main crew) is going to move from where they are, to the "next level." Some threat or opportunity or moral dilemma or information is going to appear in this normal world [aka the 'inciting incident'], and although it may appear innocuous at the time, it is going to be a big deal. Perhaps life-changing, perhaps a grand adventure, perhaps a harrowing experience.

In most cases, it will emotionally change the MC, and in order for that to feel good in a story, I think we need to now who the MC is now. Otherwise the change is not detectable and therefore meaningless.

After all this thinking, when I feel like I know the character I need to write about first, and her normal world -- Then I start writing. I begin with her doing something active she does a lot, in her normal world, usually on the day this inciting incident occurs, or as close as I can get to that day and still describe her normal world (the beginning of the book describes her life and setting and other characters, using minor conflicts or difficulties to sustain reader interest; but not usually grand plot-point conflicts).

When you mention that characters are illiterate, I picture them in some historical/fantasy setting. In such context singing songs to express own feelings seems to be appropriate.