European Christians use biblical allegory mixed with local history or pre-christian themes to create a sense of rootedness. This is largely necessary since Christianity is not a tribal religion for them, but a universal religion that they adopted.
As a member of the Khazar-Fiction email list, I have read quite 3 historical fantasy novels based on this. As non-Jews whose nobility accepted Judaism while still having a society and political cultural based on the the Tengri religious Khagans inherited from the Gok Turkut, Khazaria is a perfect setting for historical fantasy.One could argue that the Yehuda haLevi's Kuzari served this purpose, but stripped away from all of its fantasy elements with a straight exposition on Jewish survival and pride in the diaspora. There have been a few good (more bad) novels on this. Major publishers just don't pick it up.
Michael Chabon, “Two Gentlemen of the Road.”