The Stolen Child

I read this after I had already finished The Marked Prince so it didn't really have the same impact. While it doesn't affect the plots of the other books, definitely read this right after finishing Prince of Air and Darkness as it shows him becoming The Knight as well as the marriage ceremony this is briefly mentioned in the second book by Sebastian.
It was only about 10-12 pages (dependant on format) and available for free on the author's website.