In a letter (#326) to August Derleth, November 1, 1935 Howard wrote:

P.S. I’ve made three new markets since writing you last: Western Aces, Thrilling Mystery, and Spicy Adventure, the latter under a pen name.

We learn quite a bit from a letter (#328) to H.P. Lovecraft, December 5, 1935:

In my efforts to make new markets I’ve been “splashing the field” as Price calls it. One market I tried was Spicy Adventures, a sex magazine to which Ed is the star contributor. I sold the first yarn I tried,17 but doubt if I could make that market regularly, as it requires a deft, jaunty style foreign to my natural style. However, I’ll probably try it again. Why don’t you give it a whirl? You can use a pen name if you like; I did, and I think most of its contributors do. The maximum length is about 5000 words. That sort of yarn is easy to write, if not to sell. If they reject it, you’ve only wasted a day or so. If they accept it, you’re fifty bucks to the good, and they pay promptly. They like good strong plots, but the sex element is a cinch; any man can write that part of it. Just write up one of your own sex adventures, altered to fit the plot. That’s the way I did with the yarn I sold them.

He also told Novalyne Price about his stories for the Spicys in a letter (#338) on February 14, 1936:

The tales of Sam Walser (a rugged, upright, forthright, typical American name, even if the original was a Dane from Skaggerack) appear — or will appear when they start publishing them — in a magazine called Spicy Adventure Stories. They pay one cent a word, on acceptance, and report fairly promptly. I’ve sold them four yarns so far, and fondly hope to sell regularly, if they ever start publishing my stuff and get a reaction from the readers, who, I feel, are cultured and scholarly gentlemen, who wax enthusiastic over meritous artistic efforts, he remarked with characteristic modesty. The main handicap is the necessity of keeping the wordage down — they take nothing over 5500 words, this being their limit not only for Spicy Adventures, but also for Spicy Mysteries and Spicy Detectives, which I hope to make also. A nice balance must be maintained — the stuff must be hot enough to make the readers bat their eyes, but not too hot to get the censors on them. They have some definite taboos. No degeneracy, for instance. No sadism or masochism. Though extremely fond of almost-nude ladies, they prefer her to retain some garment ordinarily — like a coyly revealing chemise. However this taboo isn’t iron-clad, for I’ve violated it in nearly every story I’ve sold them. I’ve found a good formula is to strip the heroine gradually — she loses part of her clothes in one episode, some more in the next, and so on until the climax finds her in a state of tantalizing innocence. Certain words are taboo, also, though up to a certain point considerable frankness in discussing the female anatomy is allowed. The hero should be an American, and the action should take place in some exotic clime. I’ve laid my yarns in the South Seas, in Tebessa in Algeria, in Shanghai, and in Singapore. Laid one yarn in Kentucky but they said it was too hot for them to handle. The hero doesn’t have to be a model of virtue. In fact, a favorite formula is for the hero to accomplish what only the villain attempts in conventional yarns. My character is Wild Bill Clanton, a pirate, gun-runner, smuggler, a pearl-thief and slaver, and carefully avoids all moral scruples in his dealings with the ladies. 

The stories were respectively, “The Girl on the Hell Ship” ( “She-Devil”), “Desert Blood,” “The Purple Heart of Erlik,” and “The Dragon of Kao- Tsu” and the story that was too hot to handle was "Daughters of Feud".