What strategies should I use to approach a world literature assignment comparing comparing literary devices in Madam Bovary and Anna Karenina

In order to write such an essay, you need to decide on a
specific theme on which to focus, or a specific critical approach to
use.

One possible focus would be narrative voice. You could
examine how the third person narrator sets the tone of the novel and guides the reader`s
attitude towards the protagonist. (Wayne Booth is a good guide to analyzing
narration)

Another possible approach would be feminist
analysis in which you consider how oppression of women creates the preconditions for
both novels.

You might also choose to do a form of Marxist
literary analysis and look at how the rise of the bourgeoisie affected the institution
of marriage and led to the alienation of the wife as worker.