An interesting new book is A Muslim in Victorian America: The Life of Alexander Russell Webb by Umar F. Abd-Allah (New York: Oxford University Press, 2006).
A Theosophist, Mohammed Alexander Russell Webb converted to Islam in 1888, largely as a result of his reading. He was the only speaker for Islam at the Chicago Parliament of Religions in 1893. He was the second American ever to convert to Islam.
Webb made the familiar distinction between esoteric and exoteric, identifying Sufism as esoteric Islam, the repository of primordial truth. His own writing, however, concentrated on the exoteric--which is perhaps why, in the end, he had much less impact than the Traditionalists.
Unfortunately, Abd-Allah doesn't seem to know much about Traditionalism (Guénon receives only one brief mention), and so misses these interesting parallels. But in general it's an excellent book, and interesting for all those working on early Traditionalism or on early Western Islam.