Mr. Grex of Monte Carlo

According to Wikipedia: "Edward Phillips Oppenheim (October 22, 1866 – February 3, 1946), was an English novelist, in his lifetime a major and successful writer of genre fiction including thrillers… Undoubtedly his most renowned work was The Great Impersonation: it was filmed thrice, the last time as a strong piece of wartime propaganda. Perhaps Oppenheim's most enduring creation is the character of General Besserley, the protagonist of General Besserley's Puzzle Box and General Besserley's New Puzzle Box (one of his last works). Much of Oppenheim's work possesses a unique escapist charm, featuring protagonists who delight in Epicurean meals, surroundings of intense luxury, and the relaxed pursuit of criminal practice, on either side of the law."