They're interesting stories but they're hardly essential. Even the stories that touch on stuff relevant to the novel series proper (like Bloodraven) are usually mostly about something else (like the second Blackfyre rebellion, which is basically an excuse for Martin to write some faux-Jacobean drama).
Martin's penchant for having every other character define themselves by referring to their sigil reaches its natural absurdity there too, with someone who doesn't just have a Snail on his shield, he's got a fairly quaint reason for it.
But these are quibbles, frankly, as the stories are all very strong. They're excellent with the worldbuilding that's been Martin's consistent strength, and they all an interesting narrative built into them, and Dunk is a basically likeable and humble protagonist. Looking forward to the next story (if memory serves, they'll go to Winterfell and meet some Starks!), but no plans to reread any of ASOIAF - got enough on my plate as it is.