I haven’t finished it yet, but so far I’m quite enjoying The Virgin Queen’s Daughter by Ella March Chase. It’s in a similar vein as Phillipa Gregory’s work, but I like Chase’s prose a great deal - it’s descriptive without being “purple” and her analogies are pretty original. There are a few emotional “I’m OK, you’re OK” -type moments that somehow seem a bit anachronistic to me (don’t know why I can’t envision Elizabethan courtiers engaging in soul-searching therapeutic dialogues, but I just can’t). Otherwise, it’s a good story so far and I’m interested seeing more from her in the future.
If your interest extends back to the Roman Empire, Steven Saylor has a neat detective series called Roma Sub Rosa, which kicks off near the end of Sulla’s reign. And of course there’s the mighty Lindsey Davis!