Jenkins also wrote a number of short stories about Detective Malcolm Sage, which were collected into one book in 1921. The stories feature Sage, with his bald, conical head, "determined" jaw, and protruding ears, who worked first as an account, but after uncovering shady practices at high levels of the British civil service, he was appointed to the mysterious "Department Z." After the end of the First World War, his old chief from division Z (whose life Sage once saved) set Sage up in his own private detective agency.
Sage has been compared to Hercule Poirot and Sherlock Holmes for his style of detective work, with his methods fairly high tech for the time, using such newfangled tools as telephones, photography, and medical evidence. However, as the detective himself notes, he is often more interested in setting traps for the villain, than in detecting his original crime. Jenkins also doesn't necessarily play fair with the reader, introducing clues at the end that weren't shown during the story.
Mike Grost at GA Detection notes that the techniques and traps Sage uses often involve considerable social comedy. Although Sage is also a bit on the haughty side, his staff of a secretary, an assistant, a chauffeur and an office boy (himself a devout reader of detective fiction) also provide comic foil to Sage's overbearing attitude.
Since the Malcolm Sage, Detective is in the public domain, it's not easy to find in print, but there are several eBook versions you can read online, including Google Books.