I propose these books:
1. Icaromenippus: Imitating Icarus, Menippus makes himself a pair of wings and flies up to the gods to learn which philosophy is the true one. He makes a stop at the moon where he has a discussion with Empedocles and the moon itself.
2. The Passing of Peregrinus: A satire on a Cynic philosopher who, after abandoning Christianity, burns himself at the Olympic Games of 165 AD to get some publicity.
3. True History: One of Lucian's most famous works. A parody of travellers' tales. The narrator and his companions set out on a voyage and are lifted up by a giant waterspout and deposited on the Moon. There they find themselves embroiled in a full-scale war between the king of the Moon and the king of the Sun. On returning to Earth, the adventurers become trapped in a giant whale. In part two the narrator and his companions escape from the whale, reach a sea of milk, an island of cheese and the isle of the blessed, where a whole host of heroes and literary figures are to be found.
4. Timon the Misanthrope: Timon is not initially a misanthrope. He is a wealthy and generous Athenian gentleman with a lot of parasites. When he is impoverished none of his former 'friends' want to help him. Timon moves to a farm where he decides to hate all men. Zeus pities him and sends Hermes to him for help. I won't spoil what happens next.
5. Philosophies for Sale: Zeus and Hermes sell various philosophers in a slave market. Hilarity ensues.
6. The Dead Come to Life: A sequel on Philosophies for Sale. The ancient philosophers come back to life to lynch Lucian because he ridiculed them by selling them on a slave market.
We should be able to get this going with two or three more participants.