You mentioned steampunk in the discussion episode about Laird Barron's Blackwood's Baby (which I read in the LB collection The Beautiful Thing That Awaits Us All, by the way).
A few years ago, I read a couple of books by George Mann that were something like "what if someone like Sherlock Holmes were an occult detective in an alternate timeline, and Watson was a woman who kicked a lot of asses?" The first book is The Affinity Bridge. They're good, not great.
Similar timeframe, some Holmes & Watson, no steampunk: the Athena Club books by Theodora Goss. Starts with The Strange Case of the Alchemist's Daughter. The Athena Club is made up of people like Beatrice Rappacini, Justine Frankenstein, Catherine Moreau, Mary Jekyll, and Diana Hyde. Basically, some of the women who got screwed over by their brilliant alchemist/scientist fathers and associates. Interesting storytelling style, where the characters sometimes break the "fourth wall" by having dialogue amongst themselves while Catherine is trying to write the story for publication (a la Watson writing up Holmes' adventures). I enjoyed these a lot.