@coluber2001,
These come to mind, but I'm sure I'll think of some more:
Naked came I: A novel of Rodin- David Weiss
Cezanne's Quarry- Barbara Pope
Caravaggio's Angel - Ruth Brandon
Girl with a Pearl Earring - Tracy Chevalier
The Passion of Artemisia by Susan Vreeland
(I'm not a big Vreeland fan, but this book was better than Girl in Hyacinth Blue. There's an interesting movie about Artemisia Gentileschi, called Artemisia that has
nothing to do with the facts, but it's a lovely film to watch.)
Frida: A Biography of Frida Kahlo- Hayden Herrera (I also liked the movie of her life.)
A Life of Picasso- John Richardson (this is a series of books, all very well done.)
Oops, just noticed you only said novels. The last couple are biographies, but still very worthwhile and probably better than any work of fiction on the subjects.