Alright—if you mean the Rachel Morgan books by Kim Harrison (the one with the witch/bounty-hunter vibe), here’s how I read them and how I’d recommend you do it. Start with the core novels in publication order: 'Dead Witch Walking', 'The Good, the Bad, and the Undead', 'Every Which Way But Dead', 'A Fistful of Charms', 'For a Few Demons More', 'The Outlaw Demon Wails', 'White Witch, Black Curse', 'Black Magic Sanction', 'Pale Demon', 'A Perfect Blood', 'Ever After', and finish with 'The Witch With No Name'.
I like reading novellas and short stories after the novel that comes before them in publication order—many of the little Hollows shorts slot nicely between the big books and fill in character beats. If you prefer a slightly fluffier experience, read the short stories immediately after the book they reference; if you want to avoid any possible spoilers, finish the main novels first and then go back to the side pieces. I also keep a bookmarked list from the author site and a Goodreads shelf so I can track where each extra story fits. This series is a ride—epic friendships, messy moral choices, and a soundtrack of snark—so savor the pacing and let the world-building sink in.