Catilina's Riddle is my favorite of the Saylor series as well (and I trust you've read the short story that features him as well, as I really like that too and it adds a lot to the relationship between him and Gordianus in the novel.)

Also, have you read Count Belisarius by Graves? It's very much based on Procopius so it's pretty down on Justinian and Theodora, but there's SO LITTLE written about them, fictionally anyway, that I just like anything I can get my hands on ;)