If you are an Elias Vaughn fan then reading Rough Beasts first may be more enjoyable (although I did not enjoy RBoE AT ALL). Vaughn plays a minor roll in RBoE and a more minor roll in ZSG. The events of ZSG occur after RBoE so the minor Vaughn subplot leaves fewer questions if read in that order. Other than that, there is nothing in the Typhon pact books that is dependent on the order in which they are read. The key word here is minor so it really won't make much difference if you stick with publication order.
I do suggest reading at least Vanguard #1 before reading Paths of Disharmony though.