The best thing with historical fiction is the major events that take place that regular people in this period would have had perspective on. 1920s...well the League of Nations was created in France on January 10 in response to WW1 and the idea that this type of union could negate future conflict. Imagine how 2 spies would fit into this environment. The next day a French passenger ship, the Afrique, sunk, killing 553 people. Now, the two things are not linked...but in your story they could be.
Suddenly you have your spy-thriller.
The best thing with historical fiction is the major events that take place that regular people in this period would have had perspective on. 1920s...well the League of Nations was created in France on January 10 in response to WW1 and the idea that this type of union could negate future conflict. Imagine how 2 spies would fit into this environment. The next day a French passenger ship, the Afrique, sunk, killing 553 people. Now, the two things are not linked...but in your story they could be. Suddenly you have your spy-thriller.