The point was, and maybe I wasn't being clear, we don't have much in the way of folklore type sources that were written in the feudal era. Is this wrong?

The earliest surviving written European folktale (excluding epics, semi-historical stories, and anything Greco-Roman) that I can think of off the top of my head is Le Roman de Renart, an early Reynard story written in the late 12th century. The Codex Regius, the oldest source for the Elder Edda, was written down a century or so later but is generally thought to represent folklore and mythology from an earlier point (though it's difficult to judge how much is legit and how much is interpolation). There's several others of slightly later vintage.

However, people only started aggressively collecting and reinterpreting European folklore in the 17th century or so, which is why pretty much all traditional European folktales that still get told passed through the likes of Perrault (a revisionist writer) or the Grimms (a bit more on the ethnographic side).

The short version is that we've got a few, but they're pretty rare.