Certainly not all, not, but there are about a dozen novels, and a few short stories that are. You'll find all the novels in the first few volumes of my "anthology"; the short stories I've yet to do.
It's interesting - he was immensely popular in the late 19th and early 20th century, but today he's one of those fictional characters who has almost vanished from people's memory. Largely, I suspect, because many of Haggard's novels - and especially the African ones with Allan Quatermain - are quite monstrously "un-P.C." by today's standards