This is the second book in the "Death Trilogy" that features on this list; the others being A Death in the Family, and Death Comes for the Archbishop. I guess the novelization of Death to Smoochy just didn't make the cut.
I didn't know anything about this book when I started reading it, but shouldn't have been surprised that I enjoyed it. First off, it's on this list, and I've enjoyed most of the books on this list. Secondly, it's set in inter-war Europe, and I don't think there has been an inter-war European book I haven't enjoyed (remember, Gravity's Rainbow was during the war).