I see a few threads about this and I’m always surprised more people don’t just go with publication order. The official site lists them that way for a reason, right? Anyway, the first two, 'The High Country' and 'Hazardous Vessels,' are basically done-in-one adventures. They’re fine to start with. 'Hazardous Vessels' has a neat Una subplot.
Where it gets messy is 'The Rift' and 'Asylum.' They were released close together, but 'Asylum' actually takes place before 'The Rift' chronologically. If you care about that, swap them. Personally, I read 'The Rift' first and was a little confused about some character dynamics, then it made more sense after 'Asylum.'
The anthology, 'Strange New Worlds: The Illyrian Enigma,' slots in after those, dealing with the fallout of Una's secret. I’d save that for last. So my order would be: 'The High Country,' 'Hazardous Vessels,' 'Asylum,' 'The Rift,' then the anthology. Honestly, it’s not like they’re a heavily serialized epic; you can jump around.