I'm finding it easy to reinforce your argument, Extollager. G. K. Chesterton's The Man Who was Thursday and his collection, The Innocence of Father Brown (since Sherlock Holmes was mentioned) were published within this time range (1908 & 1911, respectively). As was Max Beerbohm's Zuleika Dobson (1911; unfortunately, "Enoch Soames" misses by 4 years, 1916, darn it). (Also, darn it, The Strange Case of Dr. Jekyll and Mr. Hyde just misses -- 1886.)
Following up on something you mentioned, Arthur Machen's "The Great God Pan", "The Inmost Light" and The Three Imposters (1890, 1894 and 1895, respectively), and Algernon Blackwood's "The Willows" (1907) and "The Wendigo" (1910) appeared in that time.
Other books to appear in that time period,
Tales of Soldiers and Civilians (1890; including "An Occurrence at Owl Creek Bridge") by Ambrose Bierce
Can Such Things Be? (1893; mainly weird horror like "The Damned Thing") by Ambrose Bierce (some stories written before 1887 in both collections, but the collections post-1887)
The King in Yellow (1895) BY Robert W. Chambers
The Picture of Dorian Gray (1891) by Oscar Wilde
The Ape, the Idiot, and Other People (1897; includes "The Monster-Maker) by W. C. Morrow
Much Decadent literature, like the Wilde, showed up at this time, like La-Bas by J. K. Huysmans (1891). As did The Beetle (1897) by Richard Marsh, which is said to have been more popular for quite a long time than its contemporary, Dracula. Also, Turn of the Screw (1898) by Henry James.
Note that during that time period, the short story was probably more important to ghost/horror, s.f. and fantasy than the novel. With today's novel-centric point of view among readers, that fact can be lost, but stories like "The Willows," "The Great God Pan," "An Occurrence at Owl Creek Bridge," "The Yellow Sign" and "The Monster-Maker" all are part of the foundation on which contemporary sf/fantasy/horror are built. I'm positive, with just a little more digging, I could come up with some other titles/authors, perhaps more obscure, but still important to the development of these genres.
Randy M.