The first three books of Hell’s Kitchen Sink are mostly independent- While there are vague allusions to one another throughout, none of them are direct sequels, and each makes a solid starting point.
Book 1 is intended to be reminiscent of Discworld, Neil Gaiman, Twin Peaks, and martial arts. It has the slowest build-up; If you get through the first arc, you’re likely to finish it, but it starts slower than the others for a variety of reasons.
Book 2 starts a lot quicker, and is probably the most accessible of the three to begin with, although it’s more of a dark comedy; I went for a Ghostbusters/light Lovecraft feel with it.
Book 3 is best read if you check out this short story first: Small Folks Court. That gives you an introduction to two of the characters, including the main character. It was written after reading through a couple of John Grisham novels, and probably shares most of its DNA with The Dresden Files and legal thrillers in general.
Book 4 follows plot threads from Books 1, 2, and 3, and is probably best read after them. It ties into the beginning of Book 5.
Catechism takes place during Book 4, though it should be read just after it, and leads into Book 5 and 6.
Book 5 follows on plot threads from Books 1, 2, and 4.
Book 6 starts at about the same time as Book 5, and then follows the timeline over the next couple of weeks.