Lord John and the Hand of Devils by Diana Gabaldon

This book contains a collection of three novellas: Lord John and the Hellfire Club, Lord John and the Succubus, and Lord John and the Haunted Soldier. Of the three, I enjoyed Lord John and the Succubus the best. While they all have an element of mystery, it's in the historical detail where they really shine. I think the succubus (which has a real-world explanation) was the most-cleverly plotted, and it has the best look at Lord John's character.

Lord John and the Brotherhood of the Blade by Diana Gabaldon

In this book Lord John Grey investigates the death of his father (which happened a long time ago), looking to clear his father of charges that he had been a Jacobite sympathizer and traitor. His mother remarries, and although he gains a stepbrother who at first glance appears to be in perfect sympathy with him, he learns exactly how far he can trust his family. Again, I found the historical detail to be much more compelling than the mystery plot.

Lord John and the Private Matter by Diana Gabaldon

This book features Lord John Grey, a minor character in Gabaldon's Outlander series, faced with two dilemmas that initially seem unrelated: he discovers the man who is engaged to his cousin has a venereal disease and he's asked to investigate the murder of a soldier who may be a spy for the French. As Lord John investigates and ponders what to do, it becomes clear that the mysteries are linked. This book is better at the historical fiction side of things than the mystery side of things.