Many years ago, after I had first read Bunyan's The Pilgrim's Progress I came upon and read his shorter treatise, The Heavenly Footman. You may read it here (HTML) or here (PDF). Below is a comment by George Offor, editor of the book, concerning the relationship between the two aforementioned books by Bunyan.
[John Bunyan] was released from prison in 1672, having been chosen in the previous year to be the pastor, or ministering elder of the church at Bedford. His time was then much occupied in re-organizing the church, after years of tempest and fiery persecution. At length, having overcome his own and his friends reluctance to publish so solemn a work on the conversion of a sinner and his way to heaven, in the form of an allegory, the Pilgrim's Progress was printed in 1678. The wonderful popularity of this book, and the great good it produced, led him again to turn his Grace Abounding into a different form of narrative, in the more profound allegory of the Holy War; this was published in 1682, and in two years afterwards he completed the Pilgrim by a delightful second part. His long incarceration, followed by sudden and great activity, probably brought down his robust constitution; and as the end of his course drew nigh, he was doubly diligent, for in 1688, before his death-day, which was in August, he published six important treatises, and had prepared fourteen or fifteen others for the press. Among these were his final and almost dying instructions to the pilgrim, under the title of The Heavenly Footman, the man whom he describes in the poetical apology to the Pilgrim's Progress, as he that
Runs and runs,
Till he unto the gate of glory comes.
More than any other Puritan that I have read, John Bunyan's view on perseverance comes closer to ours expressed in The Race Set Before Us. I have in mind, in particular, the function of warnings and admonitions. Below is a portion of the opening lines of the book.
So run, that ye may obtain.1 Corinthians 9:24. . . . The apostle, therefore, because he did desire the salvation of the souls of the Corinthians, to whom he writes this epistle, layeth them down in these words, such counsel, which if taken, would be for their help and advantage. First, Not to be wicked, and sit still, and wish for heaven; but TO RUN for it. Second, Not to content themselves with every kind of running; but, saith he, So RUN, that ye may obtain. As if he should say, Some, because they would not lose their souls, they begin to run betimes (Eccl 12:1), they run apace, they run with patience (Heb 12:1), they run the right way (Matt 14:26). Do you so run? Some run from both father and mother, friends and companions, and thus, that they may have the crown. Do you so run? Some run through temptations, afflictions, good report, evil report, that they may win the pearl (1 Cor 4:13; 2 Cor 6). Do you so run? So run that ye may obtain.