While not quite Holmes himself, M. J. Trow has written some 16 books in the Holmes Universe featuring Inspector Lastrade.
He also wrote a radio play featuring Lastrade, "Exit Center Stage", which has recently been podcast on
StarShipSofa in three parts, episodes 220-222 (these episodes also feature Cory Doctorows "Martian Chronicles"). There in an interview with the author in #222.