It took a little calculating here, but there is a very clear winner once all editions and collected works are taken into account. A sixteenth century play, a story of religious conflict, intrigue, and revenge, focusing on a particular religious minority on the island, it is not its author's best-known work but it is certainly the best-known book in the English language which names the place in its title. It is:
Three books set on more recognisably realistic Malta also scored well, the first two both set in the 16th century, one concerning the adventures of a Scottish knight in 1551 (the third of a long series of novels about him), the other about a more German adventurer in 1565 (the first of a trilogy). They are:
The Religion, by Tim Willocks
The other is set in a more recent global conflict, a story of murder against the backdrop of the siege of 1942:
Disqualified due to being only partly set on Malta, but would have scored well:
Treason's Harbour (Aubrey-Maturin #9), by Patrick O'Brian
And that concludes the European Union part of this exercise.