When author Rachel Cockerell started a nonfiction book project about her late Jewish grandmother in the UK, the last thing she suspected her research would turn up was a long-forgotten great-grandfather’s involvement in an obscure early 20th-century initiative to bring refugee Jews to Galveston, Texas. Cockerell leaned into the unexpected twist, producing her daring new book, “Melting Point: Family, Memory, and the Search for a Promised Land.” Released by Farrar, Straus & Giroux this spring, it has received multiple critical accolades, including from the Sunday Times and The New York Times. In an unconventional approach, the narrative is told not...