Soon I hope to be adding a page about fantastical fiction with some connection to World War One. However, I will not be living long enough to do that with mystery novels. (It’s not a taste thing; it’s an opportunity cost thing.)
However, if you like mysteries, there’s no reason you shouldn’t read ones set during the Great War.
Here’s a place to start: http://roadstothegreatwar-ww1.blogspot.com/2014/12/the-reckoning-reviewed-by-david-beer.html