The story in the Andrew Lang translation in English is available at Project Gutenberg here:
The original French version is here:
What interests me about the resonances of using the same name for the Marquis in Neverwhere is that he has all the elements of self made man and the ambiguous morality of self advancement that is actually more like Puss in Boots than his namesake (not to mention his nine lives and cat-like moves). Perrault wrote his stories in the 17th century and they show the era's value for courtly appearance and behavior as well as unabashed social climbing. The story is also remarkably more complex than other children's stories. Rather than clearly good and evil figures the cat and his methods of trickery, flattery and out right lying is serving his master well.
It is a fairy tale but it is also much more like real life and given the competing motives of some of Door's companions in London below it seems appropriate to invoke a more complicated and morally ambiguous fairy tale. The descriptions of the Marquis' dress and behavior (like other characters who seem to come from a variety of time periods) seem more like the 17th or 18th century. Also the history of the Marquis is obscure and his title could easily not be his own. If there is anyone who has learned to manage in London below through a mixture of flattery, cunning and hidden dangerous skills it would be the Marquis.
Note: there is another Gaiman short story about the Marquis. I have not picked it up yet but hope to add it to the list of character materials soon.