Philip Purser-Hallard's Sherlock Holmes novel, The Vanishing Man.
I've never understood the difference between Titan Books' two ongoing lines of Sherlock Holmes novels, though labeled The Further Adventures and those labeled, simply, Sherlock Holmes. The former started out as reprints of out-of-print pastiches, then branched into original pastiches, while the latter has always been original, though perhaps a little more science-fictional or supernatural than the books published under the former. And The Vanishing Man certainly has a supernatural element.
1896. A man vanishes from inside a locked room during an experiment held by a metaphysical society to prove that psychic phenomena are real. The chairman of the society, a notable inventor, hires Sherlock Holmes to find a rational, not supernatural, explanation for the disappearance because he believes the man was a fraud and would be out ten thousand pounds if he were genuine. Holmes is intrigued and takes on the case.
It's a fairly straightforward affair, though it requires careful reading and a memory for names. The interstitial chapters are crucial as well. This is a pastiche where you're probably not going to figure out the trick before the revelation -- I certainly didn't -- because Holmes is clearly ahead of Watson and the reader, though figuring it out and proving it are two very different things, and the latter takes some time.
I'm a tough critic of Sherlock Holmes pastiches, because there are certain things I want and a certain voice I expect, and I will drop a pastiche like a hot potato if it starts not feeling right. On the one hand, I felt it needed another plot complication or red herring. On the other hand, it felt a little decompressed for a Sherlock Holmes novel. Still, Purser-Hallard wrote a decent story of Sherlock Holmes investigation a possible supernatural mystery, and he did so in a way that felt true enough to the Canon that kept me going until the end.