I was pleasantly surprised by That Girl Started Her Own Country; I really enjoyed it. It appears to be only loosely linked to Sultan - the main character, Zaydee, is the great-granddaughter of Raymee, an original Holy Ghost Writer (HGW) character introduced in Sultan. Early in That Girl, Zaydee is arrested and taken in federal custody in the United States. She won't reveal her real name, and lets the authorities believe she's royalty from another country (a very Count of Monte Cristo thing to do). She intends to become just that - the sovereign of her own micronation, which will be largely a gynecocracy.
It's strongly suggested that Zaydee is the real-life inspiration for Lisbeth Salander in Stieg Larsson's Millennium trilogy that starts with The Girl With the Dragon Tattoo. HGW makes mention of time Zaydee has spent in psychiatric institutions; since this is the reader's first introduction to Zaydee, it appears that HGW assumes the reader is familiar with Lisbeth's story (which includes psychiatric hospitalization) and can make the connection. Zaydee also uses the nickname "Pippi Longstocking," which is likely another reference to Lisbeth, who is sometimes thought to be an adult version of the beloved children's book character. I am a bit of a disadvantage here as a reader, since I haven't read any of Larsson's novels. (I did read the summary of The Girl With the Dragon Tattoo on Wikipedia, though.)
Larsson himself becomes a character in the novel; he's Zaydee's former boyfriend, a journalist who wrote the Millennium books under a Swedish pseudonym, but who is actually an American named Steve Larson. In this novel, he's investigating the Bilderberg Group (a favorite topic of conspiracy theorists, or individuals we might categorize by the less-pejorative term "proponents of non-mainstream theories"), and Zaydee is giving him false leads so that his real investigation does not endanger his life and his work.
Granted, this novella suffers from some of the same faults as its predecessor: HGW gives us tantalizing bits of information, but those hints don't necessarily get fully explained by the end of the novel. The narrative doesn't always flow very smoothly, jumping from place to place and introducing new characters without much transition. That said, all of the various theories and characters who pop up in these books may very well be explained and unified by the time this series is concluded. I'm more confident in the author's ability to pull off an overarching storyline than I was when I'd only read Sultan.
I also happen to know from conversing with the author and glimpsing a later volume that the Sultan (the former Edmond Dantes), Haydee and Raymee make an appearance in a later volume.
The next book in the series is The Boy Who Played With Dark Matter.
Disclosure: The author provided a paperback copy of this book to me at no cost. The opinions presented here are entirely my own. I am an Amazon.com affiliate; if you make a purchase from Amazon after clicking through a link on my site, I'll earn a commission of a few cents.
*HGW sponsors an ongoing contest; whoever can guess his true identity wins $1,000!