I've recently got into the Big Finish range after the ones they gave away last year for the 50th. But I've managed to get myself a little overwhelmed. How much crossover is there between the different Doctors? Things like the Dalek Empire set-up and Zagreus seems to suggest that you need to be listening to them all but skimming this thread (in fear of spoilers) it seems you can concentrate on one Doctor and worry about the rest later. Because out of what I've heard I'd quite like to concentrate on either 6/Evelyn or 8/Charlie for now.
There are some that have Sequels with a Different Doctor, and one of Evelyn's stories guest Stars Seven along with Six (I think), while another one only has Seven.
But, for the most part, the stories are pretty well self contained, you just get a call back here and there, but, nothing that I can think that of really damages your enjoyment of a specific story.
One Day I hope to be the Man my Cat thinks I am
Where are we going? And why are we in this Handbasket?