Only a few that would be exactly classed that way. Rider Haggard is better known for Lost Race fantasy, but he could write a pretty straight-forward tale of life on the frontier among trekboers, elephant hunters, & Zulus. Given that he knew that era of S African history first-hand, he really deserves more credit in that line. Haggard is one of my favorite writers.
Stuart Cloete wrote a certain amount of frontier tales.
Wilbur Smith too (I'm thinking of When the Lion feeds, eg), though he's all over the African map when it comes to settings. They are both very good, though Cloete is more serious where Smith is all pulp-paperback sex-n-shootin'.
Films tend to get more recognition for the underlying similarities, Zulu for instance. Caine and Baker are like the cavalry officers in a John Ford movie, the Zulus are similar to the Indians...
The Hellions is a pretty straight up Western, with Richard Todd as the "sheriff" albeit in a Natal Mounted Police uniform. Jamie Uys (The Gods Must be Crazy) plays a hapless shopkeeper who has to man up for a show-down.
The Jackals is a re-make of
Yellow Sky, but changing the setting from Arizona to the Transvaal. The original story was by WR Burnett (High Sierra, Asphalt Jungle). Vincent Price plays the old prospector. Definitely a bushveldt Western.
I've got an unpublished S African Western. I was never too satisfied with the final result and when I submitted it, I think editors just went "huh?". I'm working (in a lazy way) on a "Western" in German East Africa. African frontier tales is a subject I'd like to explore more (I'm up for writing them!), though I wonder what sort of market I could find.