I’m making my way through the EDAs at the moment, and being a completionist I’m reading all of them. There are definitely skippable ones though, and I’m sure more knowledgable people than me have lists of the essential books in the series. If you do decide to read them, you can join me in my EDAs adventure thread
I’m seconding various EDAs recommendations people have made (though I myself have not read anywhere near all of them!): Vampire Science was for a while my favourite vampire book just in general and Eater of Wasps has some delightful body horror.
I haven’t read it in a while, but Nothing O’clock (Eleven and Amy) is a short story I remember being nice and creepy. Finally whilst Winner Takes All (Nine and Rose) isn’t necessarily scary, the plot is definitely dark and fairly chilling