Depending on whether you want strictly modern works or not, you might want to look at F. Marion Crawford's Khaled
, George Meredith's The Shaving of Shagpat
, Joy Chant's set of novels beginning with Red Moon and Black Mountain
, Ernest Bramah's Kai Lung stories, and so forth. All written by Europeans/Americans, but none centering on European settigs. And then there's always the grandaddy of 'em all when it comes to such things, The History of the Caliph Vathek
, by William Beckford....
For something a bit more recent (though Chant's novels were relatively recent, come to that) you might try Barry Hughart's Chronicles of Master Li and Number Ten Ox: http://en.wikipedia.org/wiki/Barry_H..._Number_Ten_Ox