The Christmas Egg by Mary Kelly
Three days before Christmas, Inspector Nightingale is called to the scene of a suspicious death. An elderly woman has been found dead in her bed. It may have been natural cause, but she has been robbed. Nightingale discovers she was a Russian princess who had fled to Britain during the Revolution, bringing with her jewelry and valuable pieces of art. There has been a recent spate of burglaries and Nightingale suspects this is another by the same group. We know from the beginning that the princess's grandson is probably involved and there's never really any doubt that it's connected to the other thefts. The bulk of the book follows Nightingale and his sergeant as they identify and catch the thieves.
While the story takes place around Christmas, it's not very Christmassy. There are no interrupted celebrations, no warm feelings. There is a bit of present buying, but even that turns out questionable, and traipsing through the snow can be deadly....