We are getting into the final stretch now, with the first of the micro-states of Europe, perched between Spain and France on the Pyrenees. Today's winner - far ahead by ownership on Goodreads, and a close second on LibraryThing - is a historical romance about a Scottish mercenary captivated by an Andorran princess - apparently the first of a trilogy about him and his brothers. Published in 2003, set in 1856, it is:
If You Dare, by Kresley Cole
My approach so far has been that if a work is ostensibly set in a particular country, in general it should count. I've allowed Shakespeare (and Marlowe) for Denmark and Cyprus (and Malta), and here we have a similar problem: a play set in Andorra, but whose author stipulated whenever asked that he in no way intended it to be set in the real place of that name, but to be considered as a political and human story that could have played out anywhere. Shakespeare would no doubt have made the same defence of Hamlet and Othello, and Marlowe of The Jew of Malta. So today's runner-up (it's actually ahead on LibraryThing, but not as far as the other work is on Goodreads) is a 1954 play by a Swiss writer, where perhaps we understand one mountainous country surrounded by more powerful neighbours to stand for another:
Andorra, by Max Frisch
The only other book to score significantly is a 1997 psychological novel of suspense, a man who moves to Andorra after a family tragedy and gets drawn into various unsettling affairs. This too requires a caveat in that the Andorra of the story has a Mediterranean coast, which the real Andorra definitely does not. Its title is also rather obvious:
Andorra, by Peter Cameron
I haven't found much else.