Look, if you're asking this question, you're probably a completionist like me. My advice: use Wikipedia. Seriously. The 'Bibliography of Nalini Singh' page is meticulously maintained and lists everything by year. Print it out, check them off. It's the most straightforward method for purists.
Think of them as connective tissue. They don't always advance the main plot engine, but they strengthen the bonds between all the elements. A conflict between two packs in a novel might have its roots in a slight mentioned in a novella three years prior. It rewards the dedicated reader without punishing the one who just reads the thick books.
The 'correct' order depends on your tolerance for nonlinear storytelling. Some novellas are set centuries before 'Angels' Blood.' Reading them first is like starting 'Star Wars' with Episode I—you get the backstory, but the narrative impact is lessened.
I advocate for 'Machete Order' for Guild Hunter: Read Elena/Raphael 1-3, then maybe the key Archangel novels, then loop back to the prequels once you're fully in love with the world. It preserves the big reveals.