True, 'involved with' is fuzzy. I would still go for something like
We have studied/researched the period
We have done extensive study/research
'Works of art' is certainly not wrong, though maybe more likely to refer primarily to paintings, possibly also sculptures. It may also connote more value.
'Pieces' is maybe more likely for a more miscellaneous, and perhaps less valuable, collection, maybe primarily other objects (jewelry, posters, decorative items, collectibles, etc.), though it can also be colloquial for any items that are part of a collection.
I might suggest doing an internet search with a few typical items in your collection (e.g. an artist's name), plus a few other terms such as collection / collectibles / collectors / antiques / research / dealers, and/or something like forum / discussion board. You might find a group of collectors and art buffs on the internet, so you could see what terms they typically use.
Phillipp might also be a good person to ask about this; you might check back tomorrow night and see if he has seen the thread.
'We have dealt with' is not wrong, but I tend to agree that 'deal' may not be the best word here if you can avoid it, because it does generally have connotations of selling, even if the right term for trade is 'deal in.'