There are several builds for martial artists in Conan (Coana?).
You can use a scholar, thief or a soldier (or a multiclass combination of these). Hyboria's Finest offers a "Brawler" build (Soldier/Barbarian) based on Robert E. Howard's boxing stories.
Basically, you need these feats: Brawl, Improved Unarmed Combat, Improved Grapple, Weapon Focus (unarmed strike), Power Attack, Improved Bull Rush, Crushing Grip, Defensive Martial Arts, Stunning Attack, Weapon Focus (grapple), Improved Critical (unarmed strike or grapple), Cleave, Great Cleave. If you have soldier in your build you can have Weapon Specialisation (unarmed strike). If you have thief in your build, you can have unarmed strike for your sneak attack.
You can use scholar as non-sorcerous, or you can add sorcery and use the Oriental Style spells. This gives you a ton of choices for feats for eschewing new sorcery styles.
All of the above just uses the core rules. There are additional feats if you include the supplements (such as the Brawler template I mentioned before to recreate Howard's "Iron Man.")
The Warrior's Companion actually includes the Martial Artist class from S&P; however, a lot of people (myself included) feel that class is overpowered and doesn't feel particularly appropriate for the Hyborian age. YMMV.
Personally, I don't see the need for a specific "monk" class for Conan. A martial artist can be built up with just the core rules which works just fine.