So I think there's some confusion here—Denis Conan Doyle isn't the author, Arthur Conan Doyle is. Denis might be a misremembered name or a relative, maybe his son? I know Arthur's son Adrian wrote some Sherlock Holmes stories later, but they never quite captured the original magic. Denis could be a mix-up with Dennis Wheatley or something else entirely.
If we're talking about Arthur Conan Doyle's notable works, obviously 'A Study in Scarlet' introduced Holmes, and 'The Hound of the Baskervilles' is arguably the peak. But beyond Sherlock, his historical novels like 'The White Company' are underrated—they show his range, even if they don't get the same attention. His spiritualist writings later in life are a whole other thing, fascinating in their own right, though they don't hold up as literature.
Honestly, I'd stick with the Sherlock canon and maybe dabble in his other fiction if you're curious. The rest is more for completists.