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you don't need to create a new scenario. you just need to edit the files. look at the FAQ section under 'playing as a minor'
have fun!
 
Create a new version of the 'Grand Campaign' scenario file renaming it (to 'mamelukes.eug' or whatever you prefer). Then open this file with a word processor and change the abbreviation for one of the major powers (you might want to get rid of Turkey) to MAM for Mamelukes (no need to change any of the other information). When you start you game, there will now be a scenario called 'Mamelukes' (or whatever you decided to name it) and in it the Mamelukes wil be available as an option in place of whichever country you got rid of.