Ah, yes, the Crossroads series by Nick O'Donohoe, well-described by sovay above. I remember those books fondly, too, though I think I agree that they don't *quite* meet the "cozy" standard. I unwisely winnowed those from my collection some years back, having badly underestimated the likelihood of finding them again at need.

OTOH, I'd be remiss if I didn't mention the even more obscure O'Donohoe book I kept: Too Too Solid Flesh, which is a pure sci-fi whodunit featuring a production of Hamlet largely performed by robot actors. Very Asimovian, totally fascinating, and published by -- of all things -- TSR, the company behing the Dungeons & Dragons empire. Very, very odd, but also very, very good...and, of course, utterly out of print.