The Wolf Hall trilogy is set during the reign of Henry VIII - Thomas Cromwell was executed in 1542, a few years before that King's death. His son (from 9-15) and then his older daughter Mary were on the throne before Elizabeth I.
The novels are written from the viewpoint, though not in the first person, of Thomas Cromwell, who was very much interested in the new Protestant ideas developing in Europe. Although I don't think Hilary Mantel was religious as an adult, she was brought up Catholic, but she was writing about someone whose religious views were part of his life, political career and downfall. Yes, he would have been anti Catholic and history students should be looking at what informed the views of the people they're studying and why rather than spouting those views uncritically..... Elizabeth had become/been brought up as a Protestant.
I love David Downing's "Station" series - Zoo Station is #1 and Wedding Station is #7 in the series in writing order, although it goes back in time a bit. The character John Russell is English and a former communist and divorced man, who is still living in Berlin to be able to see his son Paul who lives with John's German ex wife - though it's hard seeing his son caught up in the Hitler Youth, and in the war years, it's worse, as if young teenagers weren't actually sent off to military training and the front, they would be expected to take on increasingly dangerous roles during air raids etc. There is also John Russell's girlfriend/partner.
I quite liked March Violets by Philip Kerr and have read the next two of the series, which also jumps around a bit chronologically - after a bit of a gap Kerr went on to write another 11 books about Bernie Gunther before his death a few years ago. For Nazi Germany Kerr's wife/widow Jane Thynne has written a series of 5 books about Clara Vine, who had a German parent and but was brought up in England. In the series she is living and working in Berlin and becomes caught up in espionage and murder. She isn't a detective but increasingly is an agent. I think her father is English but is quite sympathetic to the Nazis and impressed by the way they're responding to the Bolshevik threat - Clara Vine doesn't share those views.
For Weimar Germany, Isherwood's stories set there, and the author of All Quiet on the Western Front also wrote novels about young men who had returned after WWI and life in Weimar.
Irish novelist Audrey Magee's first novel the Undertaking is a compelling look at the life of an ordinary German family through the Nazi years up to the war.