In the (late?) '80s I "played" some books. They were choose-your-own-adventure-like, but with a big caveat: there was a character sheet (within the first few pages, or maybe the inside of the front cover?) where you would track some things that changed through the course of the adventure: HP, spells you knew, maybe AC when you found some gear? Through the book/adventure you would have choices at the end of a page, but some of them would depend on your current state.
They were D&D-like (fantasy adventure), though I can't swear they were by TSR. I do remember pretty vividly spider climb being a spell I used, though….
Any chance this rings a bell for you?
Best Answer
Most likely answer: Super Endless Quest aka Advanced Dungeons & Dragons Adventure Gamebooks
The Super Endless Quest series, later renamed Advanced Dungeons & Dragons Adventure Gamebooks, contains all the elements you remember (Thanks to Astrid_Redfern for pointing this out!).
Other possibilities
Given the character sheet elements, you might be referring to the Fighting Fantasy series, by Steve Jackson and Ian Livingstone. They weren't set in D&D universes, and were not licensed by TSR, but they did typically use a fantasy theme.
The other possibility is that you're remembering the predecessor to Super Endless Quest, Endless Quest, originally released under TSR and set in generic D&D universes, but eventually expanding to other settings, continuing publication under WotC. It didn't have character sheets or dice rolling, being essentially a rebranded Choose Your Own Adventure in generic D&D settings, but it's close.
If you're not remembering Super Endless Quest, you could be mixing memories of multiple series; the character sheets and die rolling were Fighting Fantasy, while the strongly D&D elements like actual spells pulled straight from D&D like spider climb were from Endless Quest.