Reddit reviews The Mabinogi and Other Medieval Welsh Tales

This?

Horatio Hornblower series by C. S. Forester, most definitely! Then you'd have to list all the stuff that's been based off that series, which is down the bottom of the wikipedia page.

And I know this is a bit out there for you, but you could call this supplementary - it's historical fiction with dragons. His Majesty's Dragon (Temeraire, Book 1) by Naomi Novik.

For the girls, you could get them to read the stuff by Georgette Heyer. Heyer was a romance novelist whose research library for British period customs and clothing was fiercely fought over by museums and libraries when she died. She wrote things that are both engaging and truly capture the flavor of the timeframe; she didn't impose modern morals and anachronisms onto her fiction.

Sherlock Holmes? Pick a few of the classic stories and maybe analyze the differences between society then in Victorian England and today. As a companion, you could get them to read the bit in A Bloody Business: An Anecdotal History of Scotland Yard which discusses Arthur Conan Doyle and his contributions to social change in Victorian London.

Then there's the Mabinogi, which has inspired tons of other works, and you could pair that with Susan Cooper's Dark Is Rising Series - there's only one book in there that really draws from/deals with Welsh myth, but it's a good one.