Hi Jason,
Yes, dungeon crawls can be lots of fun with Pulp Alley. Things like spotting/disarming traps fall right inline with our Peril rules. And finding/opening hidden doors and treasure chests can easily be resolved as Plot Points.
I'd recommend doing 2-character leagues, so you each have a main character and a sidekick character. You might want to use the 'Duo' perk if you have Vice Alley. Otherwise you might want to burn a few slots on other perks.
For a high Fantasy (or Sci-Fi) settings I usually recommend adding one extra starting ability to represent things like magic or racial differences.
You can also use the numbers/icons at the bottom of the Fortune cards to help drive your story... so many ideas to explore...
Please let us know how it goes!

HAVE FUN