Stolen Throne and the Calling are about time before DAO. They are both great book, first featuring Maric and Loghain as mains, second Maric, Duncan and Fiona (in DAI too), all are pretty important characters for DA lore.
Asunder is about mage vs templar war. It happens after DA2 and before DAI and the place is Orlais. Main characters are Cole (companion in DAI), Rhys and Evangeline. I'm not sure if other two are in Inquisition but I haven't heard they are so I guess not.
The Masked Empire is about Orlesian politics, elf rights and time before civil war. It intertwines with Asunder in it's time line and some happenings though it has fully different characters. Briala, Celene, Michel and Gaspard.. who all are in DAI.
I haven't read Last Flight but it's about grey wardens I guess and timing is after DAI.
I recommend reading all of cource but both Asunder and the Masked Empire are important in sense of DAI and happenings that have let in current worldstate in the game. They both have characters too who are in DAI.