Sly! might well be labeled Historical Fantasy, for a tall-tale teeters on a foundation of fact. Or, Literary Fantasy, for a grand yarn is gracefully told. The obvious slot is Comic Fantasy, although the label fails to convey the scope of an ambitious bit of mischief.
I comb histories and biographies in search of zany material, which I shoe-horn into plots full of bewildered souls trying to make sense of a sublime but brutal era, generally, the Age of Discovery. My cunning sad-sacks, driven by their ridiculous demons, deal with injustice, and with personal failures, character issues and heartbreak. They're astoundingly optimistic, being both resilient and ingenious in their responses to a range of wacky disasters. I often address the nitwits, scolding and offering advice which is seldom helpful.