1. Schopenhauer
See Schopenhauer on Upanishads
2. Nietzsche
He argues in Beyond Good and Evil:
But then our body, as part of this external world, is the creation of our sense organs! But then our very own sense organs would be - the creation of our sense organs! It seems to me that this is a complete reductio ad absurdum: assuming that the concept causa sui (cause of itself) is something completely absurd. It follows that the outer world is not the creation of our sense organs - ?
— Aphorism 15, of Part 1, of “Beyond Good and Evil”
But this is not reductio ad absurdum from all perspectives. Hindu metaphysics describes in the same way, but with more nuance that makes in clear. First the subtle sense organs and action organs evolve from the ego, along with the senses, and the external world along with the gross body evolves from the senses to experience them.