The Historical Novels site has a very large
Medieval Europe section, and on each subpage they separate the mystery/thrillers, putting them after the other more general fiction historical books, due to the sheer number which have been printed.
You can get the first two in Paul Doherty's Brother Aethelstan mysteries
very cheaply at Kobo for less than $3 each with a
discount coupon from this thread (publisher Severn is offering the first 2 in certain of their older mystery series for the introductory pricing of $2.99). I've bought them myself and so far
The Nightingale Gallery is shaping up to be a good read.
I've also read some of Margaret Frazer's mysteries from the library and they were quite decent.
I have not read Roberta Gellis' historical mysteries, but I have read some of her other historical novels, and they were well researched (she has degrees in medieval literature and chemistry) and the storytelling was quite readable.
And as a holiday introductory special, Poisoned Pen Press is offering
10 of their 1st in series mystery novels for just 99 cents each.
Wine of Violence by Priscilla Royal is set in 1270 England. I haven't read this, but I went and bought the lot (DRM-free from their website, though you can also get most of them from Kobo as well, and use discount coupons).
Hope this helps.