Having just done it, I would suggest starting with Rough Beasts of Empire
then Zero Sum Game
, Seize the Fire
and Paths of Disharmony.
That's the chronological nature. I didn't read them like that - on the suggestion of the board that RBoE was best kept in third - but I think I'd suggest it going forward. Really, they can be read in any order, but I felt that RBoE smoothes out a particular plot point that Seize and Zero Sum don't acknowledge as existing. (Vague for the sake of spoilers!)