Welcome to the forum charmstar! I love 'When Christ and His Saints Slept' too, especially the character of Maude, and the fact that Penman manages to make both Maude and Stephen sympathetic (don't worry, the Tudors and all their Plantagenet and Norman predecessors can be discussed on this board).
I've read Legacy too, and quite enjoyed it, although I found it a bit long-winded. It's been quite a while since I read it though, it's not very fresh in my mind.
There was a series of novels written about Henry VIII's wives recently (all of them might not be published yet) - I can't call the author's name to mind but the one about Katherine of Aragon was called 'the Spanish Bride', and the one about Anne Boleyn was 'A Lady Raised High'. Has anyone read them? I bought them both, and started reading the one about Katherine, but gave up half way through. The style of writing is quite dry and boring, and the whole thng is told through the eyes of one of Katherine's Spanish ladies, who simply isn't a very interesting character. I should really try the Anne Boleyn one sometime, but so far I've not bothered!
