I haven't read the Vorkosigan books (yet -- I downloaded the first few ebooks on your recommendation!), but have you read the Amelia Peabody series of mysteries by Elizabeth Peters? (The first is Crocodile on the Sandbank.) It could be described rather similarly. ^__^ (Ramses!)

If you haven't, most definitely check out the first in the series, which is still one of my favorite books of all time.