It's actually surprising that Gumshoe Mario hasn't been done yet. Mario games are seldom overly expository, but when they are, it's usually a good thing. Think a Paper Mario-like narrative with a touch of Clue, and some Phoenix Wright thrown in for good measure.
That's not to say Mario would make a particularly good detective, though. Most of the time when he's hot on the trail of a bad guy it's because that trail is a 2D space that leaves no room whatsoever for deviation. And when his enemies do have some freedom, they generally announce themselves by kidnapping an entire castle into outer space. Actually, that sounds pulpy enough, in a sci-fi sort of way. This might work.