The Carole King one is called, naturally, A Natural Woman. I'm an admirer more than a fan but her anecdotes span 50's to Beatles to Cali scene etc. and based on the bits and bobs I've read about her before, she's someone I'd like to get to know.
The Bobby Keys one is called Every Night Is A Saturday Night and I'm definitely going to be getting this one because I am a fan... not only for the inside The Stones period (which is most of his career) but also the technical aspects of recording some numbers that he apparently goes into.
Both were positively reviewed in Mojo.
There's also yet another Bob analysis but really, at some point people just need to accept the closest we'll know about what is/was going on in his head is the semi-coherent (fine by me by the way) autobio of his (part two some time in the future I hope). Anyway it's called Who Is That Man?: In Search of the Real Bob Dylan...