In an interview in Harpers Magazine, March 4, 2010, with James Palmer, the British author of the biography, The Bloody White Baron: The Extraordinary Story of the Russian Nobleman Who Became the Last Khan of Mongolia (Basic Books, 2009), he is asked: “How did the popular occultism of the early twentieth century influence Ungern-Sternberg and drive him towards his mission to Mongolia?”
Palmer replies: Popular occultism was fascinated by Asia. Much of it was second-hand Buddhist or Hindu ideas, like a lot of “New Age” thought today. The archetypal example is the hugely influential Helena Blavatsky, a Russian émigré and fantasist who travelled widely in Asia and created Theosophy, which to us looks like a ridiculous hodge-podge of Buddhism, Hinduism, Western occultism, pseudo-evolutionary theory, and wild dreams, but was popular and influential on various subcultures from the 1880s to the 1930s.
Baron Roman von Ungern-Sternberg (1886-1921) is described as “a Baltic nobleman who fought in the service of the Russian tsar in World War I. Following the Bolshevik Revolution, Ungern led a ragtag White army to capture Mongolia, where he styled himself the human manifestation of a Buddhist god of war.” The rest of the interview is here.