Catholic World Report has a good article on the fiction of Robert Hugh Benson. I haven't read all of it, by any means, but I have read Lord of the World, The Dawn of All, The Necromancers, By What Authority?, and Come Rack! Come Rope! In overall terms, Lord of the World and Come Rack! Come Rope! are the best of those, although I think I liked the characterization in By What Authority? better than in Come Rack! Come Rope! (Mary Corbet, the flippant and gaudy lady-in-waiting who turns out to have more sense in her head, and more goodness in her heart, than almost everyone else around her, was especially good).
The description given in the article of The Dawn of All is somewhat misleading, since it doesn't at all convey the essential point of the story, which is that victory in the world does not really change anything about the task of the Christian. Be the victory ever so great -- and in The Dawn of All it is taken to the very farthest limit -- the Christian faith is still the faith of martyrs, and if your faith does not involve a willingness to die for Christ, it is not the faith. That the Christian faith is the faith of martyrs seems actually to be a common theme throughout Benson's work.