A Star In Hell by Sugar Rush( slash..Sands/Krycek, implied Mulder/Krycek)an oldie but one of my most favorite Krycek fics.
http://basement.ditb.org/archive/21/sugarrushstarinhell100501.shtml

Let Me Sleep: Next to the Fire by Ad Absurdum
Just how Alex Krycek kept his arm in Tunguska?
http://www.fanfiction.net/s/8094833/1/Let-Me-Sleep-Next-to-the-Fire