A Secret Society
Published in Adventure (Aug. 10, 1922) then in The Story-Teller (Mar. 1923).
Jimgrim sees the need to take on a gang of criminals that he is certain pose a huge threat to the tenuous peace in the Middle East. To go after them, however, he must first retire from his position with the British and then ask for the help of his three friends, Ramsden, Ross, and Singh.