So, Luke lent me the actual books that Vincent Baker listed as inspirational to In A Wicked Age.
It's delightfully weird, and I can certainly see how the style informed the game. It's a fun read in it's own right, of course. In some ways it was like one of the classic Conan stories, but without the racism and sexism. Lee's style is also lyrical and whimsical, unlike Howard's very straightforward, punchy stuff.
One of the best fantasy novels I've read recently. I'm looking forward to the other four.