Author recommended reading order:

There is a specific reading order for the Night Huntress series, including all other Night Huntress World series books, and some novellas. If you do not read them in the Author’s suggested reading order (below), other than ‘Reckoning’, the books will not make sense, or you will read spoilers. The author’s recommended reading order is:

RECKONING (eBook prequel novella set in Bones’s point of view before he meets Cat*) though I would recommend reading this after Book 1 so that you know the characters…
HALFWAY TO THE GRAVE (Book 1: Night Huntress Series)
HAPPILY NEVER AFTER (eBook novella*)
ONE FOOT IN THE GRAVE (Book 2: Night Huntress Series)
AT GRAVE’S END (Book 3: Night Huntress Series)
DEVIL TO PAY (eBook novella*)
DESTINED FOR AN EARLY GRAVE (Book 4: Night Huntress Series)
MAGIC GRAVES (eBook anthology featuring a Cat and Bones story*)
FIRST DROP OF CRIMSON (Night Huntress World novel)
ETERNAL KISS OF DARKNESS Night Huntress World novel)
THIS SIDE OF THE GRAVE (Book 5: Night Huntress Series)
ONE GRAVE AT A TIME (Book 6: Night Huntress Series)
THE BITE BEFORE CHRISTMAS (contains a long Cat and Bones novella, “Home for the Holidays”)
ONCE BURNED (Book 1: Night Prince Series)
TWICE TEMPTED (Book 2: Night Prince Series)
UP FROM THE GRAVE (Book 7: Night Huntress Series)
BOUND BY FLAMES (Book 3: Night Prince Series)

See link: Jeaniene Frost: Reading Order

See also:
*Night Huntress Universe
*Night Huntress World
*Night Prince