I agree with @rarredond05 on Phillipa Gregory. I read White Queen, Red Queen and Lady of the Rivers. Her storytelling is riveting. For Greek Mythology, I read Circe, which I loved and it is highly recommended by plenty across the globe. Piranesi is another recommended title but I haven’t got my hands on it yet.
I have a concern though. Historical fiction as a genre is a very western domain. We rarely see historical fiction that encompasses non-western cultures. Especially so when the narrative portrays WWI or WWII. I’m like: it wasn’t called a “world” war just to be portrayed in fiction exclusively in Europe. Is it just me who senses this?