I think each of Dillard's first three books introduces new characters and advances their relationships, so it'd probably be best to read Mindshadow, Demons, and Bloodthirst before TLY, although Bloodthirst and Dreadnought! are sort of awkward read close together because they both involve independent conspiracies among Starfleet flag officers. The mention of Rittenhouse in TLY is in passing, and it doesn't address anything from Battlestations!, as far as I recall. I don't recally what aspects from those books are referred to in TFY, but it's probably just another minor detail rather than any specific events being referenced. Still, seeing as how The Vulcan Academy Murders and The IDIC Epidemic are consecutive adventures with continuing characters between them, it would make sense to read them together.