Many pixels have been expended debating the 'best' order in which to read what have come to be known as the Vorkosigan Books, the Vorkosiverse, the Miles books, and other names, since I neglected to supply the series with a label myself. The debate now wrestles with some fourteen or so volumes and counting, and mainly revolves around publication order versus internal-chronological order. I favor internal chronological, with a few caveats.
I, of course, am reading them entirely out of order.
Lois McMaster Bujold herself in 2012 wrote: I, of course, am reading them entirely out of order.