This is a collection of 7 short stories by different authors (including Dan Abnett, James Swallow, Gav Thorpe and Graham McNeill). None of the stories are connected but some build on previous HH books while others tell new stories.
While it was mostly enjoyable it felt like the tales were arranged in order of being interesting, with the last 2 stories being quite poor (in my opinion of course). It's certainly not left me feeling dark and oppressed like some others in the HH series but neither did it fill on any more on the greater story arc of the Heresy.
Admittedly it's hard to do that in short stories and, as I said some were better than others.
I think if you're bound on reading them all then it's an entertaining read for the most part, but if you're tight for cash or only want the main story arc books, you could probably skip this one.