Reddit mentions of Perilous Realms: Celtic and Norse in Tolkien's Middle-earth

Sure. Stop me when this gets boring!

The History of Middle-earth.

The History of the Hobbit.

The Road to Middle-earth, J.R.R. Tolkien: Author of the Century and Roots and Branches, all by Tom Shippey

You should read Tolkien's Letters, too.

Other books to consider:

The LOTR reader's Companion

J.R.R. Tolkien and His Literary Resonances

Perilous Realms: Celtic and Norse in Tolkien's Middle-earth

The Keys of Middle-Earth: Discovering Medieval Literature through the Fiction of J.R.R. Tolkien

Understanding The Lord of the Rings: The Best of Tolkien Criticism

J.R.R. Tolkien Companion and Guide

If you're feeling rich, you could try to find a copy of Songs For The Philologists, a collection of poems, mostly in Old English, written by Tolkien and E.V. Gordon (I only have a .pdf copy).

I'd also read Tolkien's Beowulf criticism.

and just for fun, read Ents, Elves, and Eriador: The Environmental Vision of J.R.R. Tolkien, which is nothing to do with philology but which was cowritten by my major professor :)

Let's see, what else? Anything by Douglas A. Anderson, Verlyn Flieger or Michael Drout (especially Drout's Beowulf and the Critics and How Tradition Works: A Meme-Based Cultural Poetics of the Anglo-Saxon Tenth Century.

That's pretty much all that leaps immediately to mind, just glancing over my bookshelves, but if you search for "Tolkien scholarship and criticism" you will find much, much more. Hope this helps!