The Diogenes Club: Christopher Morley

1944 well-known for not only being the writer of the much-acclaimed introduction to the Doubleday Complete Sherlock Holmes (referenced below), but is also the author of the difficult-to-find Sherlock Holmes and Dr. Watson: A Textbook of Friendship (also below). It is in this book that you find his "Note for Advanced Students" with his suggestions.

"A complete bibliography of Sherlockiana would almost require a book in itself (*). Vincent Starrett's The Private Life of Sherlock Holmes contains a valuable reference list. For the convenience of Readers who may wish to pursue the subject, I mention here only a few of the more important titles."
*"Almost a book"!!! It took TWO and a complete librarian webpage... and it's still not complete!

A. Conan Doyle	Memories and Adventures, Boston, 1924
R. A. Knox	Essays in Satire, London, 1928
Frederic Dorr Steele	Sherlock Holmes: Farewell Appearances of William Gillette, New York, 1929
Frederic Dorr Steele	Sherlock Holmes in Pictures, The New Yorker, May 22, 1957
S. C. Roberts	Doctor Watson, London, 1931
H. W. Bell	Sherlock Holmes and Dr. Watson: A chronology of Their Adventures, London, 1932
T. S. Blakeney	Sherlock Holmes: Fact or Fiction, London, 1932
Vincent Starrett	The Private Life of Sherlock Holmes, New York, 1933, (reviewed by Elmer Davis in Saturday Review of Literature, December 2, 1933)
H. W. Bell, editor	Baker Street Studies, London, 1934
Walter Klinefelter	Ex Libris A. Conan Doyle, Chicago, 1938
Edgar W. Smith	Appointment in Baker Street, New york, 1938
Edgar W. Smith	Baker Street and Beyond, a Sherlockian Gazeteer, New York, 1940
Edgar W. Smith	Letters from Baker Street, New York, 1942
Vincent Starrett, editor	221B: Studies in Sherlock Holmes, New York, 1940
Hesketh Pearson	Conan Doyle: His Life and Art, London, 1943
Edgar W. Smith, editor	Profile by Gaslight (another collection studies by members of the Baker Street Irregulars), New York, 1944