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James D. Best's Steve Dancy series (starts with the Shopkeeper). I don't know about "gritty," but there's shootouts, moral ambiguity and a definite lack of "cheese."
I second Parker's Virgil Cole and Everett Hitch books (though I stopped reading the new ones that are being written under Parker's name). I enjoyed The Sisters Brothers, too: quirky without being ridiculously so.
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